Abstract
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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References
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Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 181–186, July–August 2012.
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Vovk, L.B., Kasitska, E.J. & Samosonok, A.S. Asymptotic properties of empirical estimates for parameters of markov sequences. Cybern Syst Anal 48, 636–640 (2012). https://doi.org/10.1007/s10559-012-9444-5
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DOI: https://doi.org/10.1007/s10559-012-9444-5