The eigenvalues of the empirical transition matrix of a Markov chain
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Publication:4822472
DOI10.1239/jap/1082552210zbMath1052.60016OpenAlexW2031603588MaRDI QIDQ4822472
Geoffrey Pritchard, David John Scott
Publication date: 25 October 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1082552210
Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)
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Cites Work
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