A class of strong deviation theorems for the sequence of real valued random variables with respect to continuous-state non-homogeneous Markov chains
DOI10.1080/03610926.2020.1734838OpenAlexW3009672457MaRDI QIDQ5079146
Zhiyan Shi, Mengdi Zhao, Bei Wang, Wei-guo Yang
Publication date: 25 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1734838
strong deviation theoremlog-likelihood ratiocontinuous-state non-homogeneous Markov chainssequence of real valued random variables
Statistics (62-XX) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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Cites Work
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