Efficient estimators for functionals of Markov chains with parametric marginals.
type: Item
instance of: scholarly article
title: Efficient estimators for functionals of Markov chains with parametric marginals.
zbMATH Open document ID: 1102.62087
author: Hanxiang Peng
author: Anton Schick
author: Wolfgang Wefelmeyer
author: Spiridon Penev
published in: Statistics \& Probability Letters
publication date: 2004-03-14T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 2055916
zbMATH Keywords: Least-squares estimator
zbMATH Keywords: Series estimator
zbMATH Keywords: Orthonormal basis
zbMATH Keywords: influence function
zbMATH Keywords: Reversible Markov chain
zbMATH Keywords: Discretely observed diffusion
zbMATH Keywords: Constrained model
MaRDI profile type: Publication
full work available at URL: j.spl.2003.10.022
OpenAlex ID: W2031105374
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DOI: 10.1016/J.SPL.2003.10.022
description: scientific article; zbMATH DE number 2055916