Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
Spitzner, Dan J.; Boucher, Thomas R.
Electronic Communications in Probability [electronic only] (2007)
- Volume: 12, page 120-133
- ISSN: 1083-589X
Access Full Article
top
How to cite
topSpitzner, Dan J., and Boucher, Thomas R.. "Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.." Electronic Communications in Probability [electronic only] 12 (2007): 120-133. <http://eudml.org/doc/128289>.
@article{Spitzner2007,
author = {Spitzner, Dan J., Boucher, Thomas R.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Drazin inverse; asymptotic variance; central limit theorems; sliding-window chain},
language = {eng},
pages = {120-133},
publisher = {University of Washington},
title = {Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.},
url = {http://eudml.org/doc/128289},
volume = {12},
year = {2007},
}
TY - JOUR
AU - Spitzner, Dan J.
AU - Boucher, Thomas R.
TI - Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
JO - Electronic Communications in Probability [electronic only]
PY - 2007
PB - University of Washington
VL - 12
SP - 120
EP - 133
LA - eng
KW - Drazin inverse; asymptotic variance; central limit theorems; sliding-window chain
UR - http://eudml.org/doc/128289
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.