Efficiency of empirical estimators for Markov chains
type: Item
instance of: scholarly article
title: Efficiency of empirical estimators for Markov chains
zbMATH Open document ID: 0822.62067
author: Priscilla Greenwood
author: Wolfgang Wefelmeyer
published in: The Annals of Statistics
publication date: 1995-09-10T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 786206
zbMATH Keywords: empirical distribution
zbMATH Keywords: uniformly ergodic Markov chain
zbMATH Keywords: unknown transition distribution
zbMATH Keywords: empirical estimator
zbMATH Keywords: linear functional
zbMATH Keywords: efficiency
zbMATH Keywords: martingale approximation
zbMATH Keywords: empirical joint distribution function
zbMATH Keywords: functional convolution theorem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324459
OpenAlex ID: W1980567312
DOI: 10.1214/AOS/1176324459
description: scientific article; zbMATH DE number 786206