Variance estimation in the central limit theorem for Markov chains

Samis Trevezas; Nikolaos Limnios

doi:10.1016/j.jspi.2008.10.020

Variance estimation in the central limit theorem for Markov chains

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2008.10.020 ◽

2009 ◽

Vol 139 (7) ◽

pp. 2242-2253 ◽

Cited By ~ 5

Author(s):

Samis Trevezas ◽

Nikolaos Limnios

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Central Limit ◽

Variance Estimation ◽

The Central Limit Theorem

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The central limit theorem for Markov chains with normal transition operators, started at a point

Probability Theory and Related Fields ◽

10.1007/pl00008769 ◽

2001 ◽

Vol 119 (4) ◽

pp. 508-528 ◽

Cited By ~ 28

Author(s):

Yves Derriennic ◽

Michael Lin

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Central Limit ◽

The Central Limit Theorem ◽

Normal Transition ◽

Transition Operators

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A useful version of the central limit theorem for a general class of Markov chains

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2019.123725 ◽

2020 ◽

Vol 484 (1) ◽

pp. 123725 ◽

Cited By ~ 1

Author(s):

Dawid Czapla ◽

Katarzyna Horbacz ◽

Hanna Wojewódka-Ściążko

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Central Limit ◽

General Class ◽

The Central Limit Theorem

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On the rate of convergence in the central limit theorem for Markov-chains

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete ◽

10.1007/bf00532600 ◽

1976 ◽

Vol 35 (1) ◽

pp. 57-63 ◽

Cited By ~ 15

Author(s):

D. Landers ◽

L. Rogge

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem

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On rates of convergence in a random central limit theorem and in the central limit theorem for Markov chains

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete ◽

10.1007/bf00533159 ◽

1977 ◽

Vol 38 (4) ◽

pp. 279-286 ◽

Cited By ~ 5

Author(s):

E. Bolthausen

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Central Limit ◽

Rates Of Convergence ◽

The Central Limit Theorem

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The Spectral Method and the Central Limit Theorem for General Markov Chains*

Journal of Mathematical Sciences ◽

10.1007/s10958-016-3023-7 ◽

2016 ◽

Vol 218 (2) ◽

pp. 216-230 ◽

Cited By ~ 1

Author(s):

S. V. Nagaev

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Spectral Method ◽

Central Limit ◽

The Central Limit Theorem

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A uniform estimate for the rate of convergence in the central limit theorem for homogeneous Markov chains

Applied Mathematics Letters ◽

10.1016/0893-9659(95)00073-y ◽

1995 ◽

Vol 8 (5) ◽

pp. 89-94

Author(s):

M. Gharib ◽

M. Abdel-Fattah

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Rate Of Convergence ◽

Central Limit ◽

Uniform Estimate ◽

The Central Limit Theorem

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Acknowledgement of priority concerning ``On the central limit theorem for geometrically ergodic Markov chains''

Probability Theory and Related Fields ◽

10.1007/s00440-005-0472-1 ◽

2005 ◽

Vol 135 (3) ◽

pp. 470-470 ◽

Cited By ~ 4

Author(s):

Olle Häggström

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Central Limit ◽

The Central Limit Theorem

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On the Central Limit Theorem for Markov Chains in Random Environments

The Annals of Probability ◽

10.1214/aop/1176990442 ◽

1991 ◽

Vol 19 (2) ◽

pp. 587-604 ◽

Cited By ~ 32

Author(s):

Robert Cogburn

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Central Limit ◽

Random Environments ◽

The Central Limit Theorem

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On the Convergence of Moments in the Central Limit Theorem for Non-Homogeneous Markov Chains

Theory of Probability and Its Applications ◽

10.1137/1120082 ◽

1976 ◽

Vol 20 (4) ◽

pp. 741-758

Author(s):

B. A. Lifshits

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Central Limit ◽

The Central Limit Theorem ◽

Convergence Of Moments

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On Estimates of the Rate of Convergence in the Central Limit Theorem for Homogeneous Markov Chains

Theory of Probability and Its Applications ◽

10.1137/1128022 ◽

1984 ◽

Vol 28 (2) ◽

pp. 229-239 ◽

Cited By ~ 1

Author(s):

S. Kh. Sirazhdinov ◽

Sh. K. Formanov

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Markov Chains ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem

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