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Weak stochastic ordering for multidimensional Markov chains

โœ Scribed by Ad Ridder


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
398 KB
Volume
18
Category
Article
ISSN
0167-6377

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On the First-Order Edgeworth Expansion f
โœ S. Datta; W.P. Mccormick ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 474 KB

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