Estimating Joint Distributions of Markov Chains

Anton Schick () and Wolfgang Wefelmeyer ()

Statistical Inference for Stochastic Processes, 2002, vol. 5, issue 1, 22 pages

Keywords: stationary Markov chain; drift condition; V-uniform ergodicity; efficient estimation; reversibility; empirical estimator (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1013754529425

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