Edgeworth expansion for \(M\)-estimators of \(V\)-geometrically ergodic Markov chains
type: Item
instance of: scholarly article
title: Edgeworth expansion for \(M\)-estimators of \(V\)-geometrically ergodic Markov chains
zbMATH Open document ID: 1186.62103
author: Déborah Ferré
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2010-03-29T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5687623
MaRDI profile type: Publication
full work available at URL: j.crma.2010.02.009
OpenAlex ID: W2029813248
cites work: ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
cites work: Markov chains and stochastic stability
cites work: Q751015
cites work: Asymptotic expansions related to minimum contrast estimators
DOI: 10.1016/J.CRMA.2010.02.009
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description: scientific article; zbMATH DE number 5687623