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
β¦ LIBER β¦
The Identification of a Mixture of First-Order Binary Markov Chains
β Scribed by Martin Browning; Jesus M. Carro
- Book ID
- 115232935
- Publisher
- John Wiley and Sons
- Year
- 2012
- Tongue
- English
- Weight
- 441 KB
- Volume
- 75
- Category
- Article
- ISSN
- 0140-5543
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