Almost sure central limit theorem for non-stationary Markov chains
Hui Yan,
Lifeng Xu and
Shaoyi Zhang
Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 15, 5187-5194
Abstract:
In this article, an almost sure central limit theorem for non-stationary Markov chains on a general state space is established by using the techniques of shift operator and harmonic function.
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:52:y:2023:i:15:p:5187-5194
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DOI: 10.1080/03610926.2021.2004426
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