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A note on a prediction interval for a first-order Gauss Markov process

✍ Scribed by Toke Jayachandran

Publisher
John Wiley and Sons
Year
1983
Tongue
English
Weight
154 KB
Volume
30
Category
Article
ISSN
0894-069X

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πŸ“œ SIMILAR VOLUMES

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## Abstract The limiting behaviour of the point process with 2nd order MARKOV‐dependent intervals is analysed through the use of β€œregeneration time”. The results for the case of periodic MARKOV‐dependent intervals are briefly mentioned.

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We consider the first-order Edgeworth expansion for summands related to a homogeneous Markov chain. Certain inaccuracies in some earlier results by Nagaev are corrected and the expansion is obtained under relaxed conditions. An application of our result to the distribution of the mle of a transition