19 citations
- Centre National de la Recherche ScientifiqueFR1 paper
- École Supérieure du Commerce ExtérieurFR1 paper
- Institut de Recherche Interdisciplinaire en Sciences SocialesFR1 paper
- NCR (United States)US1 paper
- Paris Jourdan Sciences EconomiquesFR1 paper
- Paris School of EconomicsFR1 paper
- Université Paris Dauphine-PSLFR1 paper
- University of OxfordGB1 paper
- Xavier School of ManagementIN1 paper
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math.ST2022★ 1 cited
Unbiased time-average estimators for Markov chains
Nabil Kahale
We consider a time-average estimator of a functional of a Markov chain. Under a coupling assumption, we show that the expectation of has a limit as the number o…
math.ST2019★ 4 cited
Optimal unbiased estimators via convex hulls
Nabil Kahale
Necessary and sufficient conditions for the square-integrability of recently proposed unbiased estimators are established. A geometric characterization of a distribution that optim…