The information in the marginal law of a Markov chain

DOI10.2307/3318738zbMath1036.62066OpenAlexW2063281309WikidataQ57718471 ScholiaQ57718471MaRDI QIDQ5937010

Mathieu Kessler, Anton Schick, Wolfgang Wefelmeyer

Publication date: 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9f1b08b911036736dcdff00b7e4552fd7ab60a0a

zbMATH Keywords

asymptotic variancediscretely observed diffusionefficient estimatorergodic Markov chain

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05)

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