ON THE CENTRAL-LIMIT-THEOREM FOR AN ERGODIC MARKOV-CHAIN

被引：7

作者：

CHAN, KS

机构：

[1] Department of Statistics and Actuarial Science, The University of Iowa, Iowa City

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1993年 / 47卷 / 01期

基金：

美国国家科学基金会;

关键词：

CENTRAL LIMIT THEOREM; DRIFT CRITERION; ERGODIC MARKOV CHAIN; NONLINEAR TIME SERIES MODEL;

D O I：

10.1016/0304-4149(93)90097-N

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：113 / 117

页数：5

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