Valentin Patilea

most citedA uniform Berry--Esseen theorem on

M

-estimators for geometrically ergodic Markov chains

15 citations · 15 across the 2 of their papers we have counts for

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math.ST2012★ 15 cited

A uniform Berry--Esseen theorem on $M$ -estimators for geometrically ergodic Markov chains

Loïc Hervé, James Ledoux, Valentin Patilea

Let ${X_{n}}_{n \geq 0}$ be a $V$ -geometrically ergodic Markov chain. Given some real-valued functional $F$ , define $M_{n} (α) := n^{- 1} \sum_{k = 1}^{n} F (α, X_{k - 1}, X_{k})$ , $α\in\mathcal{A}\subs…

A uniform Berry--Esseen theorem on M-estimators for geometrically ergodic Markov chains

A uniform Berry--Esseen theorem on $M$ -estimators for geometrically ergodic Markov chains