A uniform Berry–Esseen theorem on $M$-estimators for geometrically ergodic Markov chains
نویسندگان
چکیده
منابع مشابه
Markov Chains and the Ergodic Theorem
This paper will explore the basics of discrete-time Markov chains used to prove the Ergodic Theorem. Definitions and basic theorems will allow us to prove the Ergodic Theorem without any prior knowledge of Markov chains, although some knowledge about Markov chains will allow the reader better insight about the intuitions behind the provided theorems. Even for those familiar with Markov chains, ...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2012
ISSN: 1350-7265
DOI: 10.3150/10-bej347