On the central limit theorem for an ergodic Markov chain

DOI10.1016/0304-4149(93)90097-NzbMath0786.60022OpenAlexW2001399203MaRDI QIDQ689171

M. C. Fu

Publication date: 21 April 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90097-n

zbMATH Keywords

asymptotic normalitycentral limit theoremtime series analysisergodic Markov chain

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

NONSTANDARD CENTRAL LIMIT THEOREMS FOR MARKOV CHAINS ⋮ On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes ⋮ Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm

Cites Work

• General Irreducible Markov Chains and Non-Negative Operators
• The existence of moments for stationary Markov chains
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
• A multiple-threshold AR(1) model
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