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.
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页码：113 / 117
页数：5
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