Normal Approximation for Functions of Hidden Markov Models
نویسندگان
چکیده
Abstract The generalized perturbative approach is an all-purpose variant of Stein’s method used to obtain rates normal approximation. Originally developed for functions independent random variables, this here extended the realization a hidden Markov model. In dependent setting, convergence are provided in some applications, leading, each instance, extra log-factor vis-à-vis rate case.
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2022
ISSN: ['1475-6064', '0001-8678']
DOI: https://doi.org/10.1017/apr.2021.40