Asymptotic properties of empirical estimates for parameters of markov sequences

Vovk, L.; Kasitska, E.; Samosonok, A.
July 2012
Cybernetics & Systems Analysis;Jul2012, Vol. 48 Issue 4, p636
Academic Journal
This article considers conditions under which the criterion function of a Markov process with a unique minimum point can be approximated by its empirical estimate. Theorems on the convergence of an empirical function to the original one in some probabilistic sense are established for both finite and compact sets of states of the Markov process.


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