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
โฆ LIBER โฆ
A note on asymptotic expansions for Markov chains using operator theory
โ Scribed by J.L. Jensen
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 652 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0196-8858
No coin nor oath required. For personal study only.
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