Covariance of regenerative mean and variance estimators for the Markov chains

Keyphrases

• Covariance 100%
• Markov Chain 100%
• Variance Estimator 100%
• Mean Estimator 100%
• Central Limit Theorem 50%
• Random Variables 50%
• Kurtosis 50%
• Covariance Matrix 50%
• Partial Sums 50%
• Mean Return 50%
• Off-diagonal 50%

Mathematics

• Variance 100%
• Markov Chain 100%
• Covariance 100%
• Variance Estimator 100%
• Standard Deviation 75%
• Central Limit Theorem 25%
• Random Variable 25%
• Kurtosis 25%
• Covariance Matrix 25%
• Partial Sum 25%
• Diagonal Term 25%
• Return Time 25%

Economics, Econometrics and Finance

• Measure of Dispersion 100%
• Markov Chain 100%
• Kurtosis 33%