Journal article
On the Central Limit Theorem for an ergodic Markov chain
Stochastic processes and their applications, Vol.47(1), pp.113-117
08/1993
DOI: 10.1016/0304-4149(93)90097-N
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.
Details
- Title: Subtitle
- On the Central Limit Theorem for an ergodic Markov chain
- Creators
- K.S Chan - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Stochastic processes and their applications, Vol.47(1), pp.113-117
- DOI
- 10.1016/0304-4149(93)90097-N
- ISSN
- 0304-4149
- eISSN
- 1879-209X
- Publisher
- Elsevier B.V
- Language
- English
- Date published
- 08/1993
- Academic Unit
- Statistics and Actuarial Science; Radiology
- Record Identifier
- 9984257616702771
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