On the Central Limit Theorem for an ergodic Markov chain

K. S. Chan

Stochastic Processes and their Applications, 1993, vol. 47, issue 1, 113-117

Abstract: A simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodic Markov chains is derived. The result is illustrated with an example taken from non-linear time series analysis.

Keywords: central; limit; theorem; drift; criterion; ergodic; Markov; chain; non-linear; time; series; model (search for similar items in EconPapers)
Date: 1993
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