Pages that link to "Item:Q980733"
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The following pages link to On the Markov chain central limit theorem (Q980733):
Displaying 50 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529) (← links)
- Information-geometric Markov chain Monte Carlo methods using diffusions (Q296467) (← links)
- Information geometry approach to parameter estimation in Markov chains (Q309718) (← links)
- Parametric estimation of hidden stochastic model by contrast minimization and deconvolution (Q378917) (← links)
- Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap (Q424699) (← links)
- Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain (Q430187) (← links)
- Nonparametric approach to identifying NARX systems (Q469615) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models (Q495387) (← links)
- Rigorous confidence bounds for MCMC under a geometric drift condition (Q617654) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Rate of convergence in the central limit theorem for strongly ergodic Markov chains (Q731666) (← links)
- Improving efficiency of data augmentation algorithms using Peskun's theorem (Q736654) (← links)
- On the recurrence set of planar Markov random walks (Q742108) (← links)
- Asymptotic optimality of isoperimetric constants (Q742109) (← links)
- A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness (Q826659) (← links)
- Comment: ``Gibbs sampling, exponential families, and orthogonal polynomials'' (Q900454) (← links)
- Markov chain Monte Carlo: can we trust the third significant figure? (Q900463) (← links)
- Metropolis-Hastings algorithms with acceptance ratios of nearly 1 (Q904057) (← links)
- Variance bounding Markov chains (Q930683) (← links)
- Multiple pattern matching: a Markov chain approach (Q938109) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Learning from uniformly ergodic Markov chains (Q1023402) (← links)
- Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE (Q1616322) (← links)
- A modified conditional Metropolis-Hastings sampler (Q1623632) (← links)
- RMCMC: a system for updating Bayesian models (Q1623699) (← links)
- A Monte Carlo approach to quantifying model error in Bayesian parameter estimation (Q1623791) (← links)
- Analysis of the Pólya-gamma block Gibbs sampler for Bayesian logistic linear mixed models (Q1640962) (← links)
- Turning a coin over instead of tossing it (Q1661594) (← links)
- Fluctuations of the empirical measure of freezing Markov chains (Q1748903) (← links)
- A frequentist approach to Bayesian asymptotics (Q1792448) (← links)
- Specification tests based on MCMC output (Q1792489) (← links)
- Central limit theorem for triangular arrays of non-homogeneous Markov chains (Q1934366) (← links)
- CLTs and asymptotic variance of time-sampled Markov chains (Q1945602) (← links)
- Long range search for maximum likelihood in exponential families (Q1950807) (← links)
- Inhomogeneous and anisotropic conditional density estimation from dependent data (Q1952241) (← links)
- Modeling and optimization of M/G/1-type queueing networks: an efficient sensitivity analysis approach (Q1958793) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Staircase patterns in words: subsequences, subwords, and separation number (Q1987094) (← links)
- Weighted dependency graphs (Q1990226) (← links)
- Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity (Q1998313) (← links)
- Multivariate initial sequence estimators in Markov chain Monte Carlo (Q2011526) (← links)
- Favorite sites of a persistent random walk (Q2033212) (← links)
- Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions (Q2044318) (← links)
- Information geometry approach to parameter estimation in hidden Markov model (Q2073215) (← links)
- Revisiting the Gelman-Rubin diagnostic (Q2075706) (← links)
- Convergence rate bounds for iterative random functions using one-shot coupling (Q2080345) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
