Estimating the stationary distribution of a Markov chain

DOI10.1007/S00199-002-0292-9zbMath1020.62073OpenAlexW4239832983MaRDI QIDQ1404150

Krishna B. Athreya, Mukul K. Majumdar

Publication date: 20 August 2003

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/9192

zbMATH Keywords

consistencyMarkov chainsasymptotic normalityPoisson equationstationary distributionmartingale central limit theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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