Consistency properties of a simulation-based estimator for dynamic processes
DOI10.1214/09-AAP608zbMath1182.62168arXiv1001.2173MaRDI QIDQ2268725
Publication date: 8 March 2010
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.2173
monotonicityMarkov processstrong consistencysimulation-based estimationsample distributioninvariant probability
Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15)
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