Efficient estimators for functionals of Markov chains with parametric marginals.
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Publication:1427720
DOI10.1016/j.spl.2003.10.022zbMath1102.62087OpenAlexW2031105374MaRDI QIDQ1427720
Anton Schick, Hanxiang Peng, Wolfgang Wefelmeyer, Spiridon I. Penev
Publication date: 14 March 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2003.10.022
influence functionConstrained modelDiscretely observed diffusionLeast-squares estimatorOrthonormal basisReversible Markov chainSeries estimator
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Cites Work
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