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zbMath1306.60109MaRDI QIDQ2866536

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Publication date: 13 December 2013

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zbMATH Keywords

Markov chains characteristic function central limit theorem additive functionals spectral method \(M\)-estimator iterated function systems

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Discrete-time Markov processes on general state spaces (60J05) Local time and additive functionals (60J55)

Related Items (1)

Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations

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