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A local limit theorem for hidden Markov chains

โœ Scribed by Michael Maxwell; Michael Woodroofe


Book ID
104302448
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
252 KB
Volume
32
Category
Article
ISSN
0167-7152

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โœฆ Synopsis


A local limit theorem is proved for partial sums of a hidden Markov chain, assuming global asymptotic normality for a related sum, a fairly weak mixing condition, and a non-lattice condition. The proof proceeds by a study of the conditional characteristic functions, the analysis of which relies heavily on a theorem from Breiman (1968). The paper concludes with a Cesaro type limit theorem for the joint distributions of the Markov chain and the partial sums.


๐Ÿ“œ SIMILAR VOLUMES


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