The information in the marginal law of a Markov chain

Bernoulli

Volumn 7, Issue 2, 2001, Pages 243-266

  Kessler, Mathieu ^a,b,c   Schick, Anton ^a,b,c   Wefelmeyer, Wolfgang ^a,b,c  

^a TECHNICAL UNIVERSITY OF CARTAGENA   (Spain)

^b BINGHAMTON UNIVERSITY   (United States)

^c UNIVERSITY OF SIEGEN   (Germany)

Author keywords

Discretely observed diffusion; Efficient estimator; Ergodic markov chain

Indexed keywords

EID: 0742267091     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318738     Document Type: Article

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