Central Limit Theorem for Functional of Jump Markov Processes

Some conditions are given to ensure that for a jump homogeneous Markov process $\{X(t),t\ge 0\}$ the law of the integral functional of the process $T^{-1/2} \int^T_0\varphi(X(t))dt$ converges to the normal law $N(0,\sigma^2)$ as $T\to \infty$, where $\varphi$ is a mapping from the state space $E$ into $\bbfR$

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Year of publication:	2010
Authors:	Huu, Nguyen Van
Other Persons:	Vuong, Quan Hoang (contributor) ; minh, tran ngoc (contributor)
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Markov-Kette \| Markov chain \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory

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Extent:	1 Online-Ressource (21 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Vietnam Journal of Mathematics, Vol. 33, No. 4, pp. 443-461, 2005 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 15, 2005 erstellt
Classification:	C00 - Mathematical and Quantitative Methods. General ; C02 - Mathematical Methods ; C16 - Specific Distributions
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013151821