= and assume that 8 is smooth in the following sense. : K, the tangent space, and a linear map D: K H, rdecreases to 0 pointwise and is 1r-integrable for large This version d:;k

doi:10.1201/9781482269772-79

Chapter

= and assume that 8 is smooth in the following sense.

ABSTRACT

Local asymptotic normality for Markov chains is basically due to Roussas (1965). The nonparametric version in Eqns (2.3) and (2.4) is in Penev (1991). The parametric version may be obtained by modifying Hopfner (1993a) who treats Markov step processes; see also Hopfner (1993b ).