R. L. Tweedie

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Person:220893

Available identifiers

zbMath Open tweedie.richard-lDBLP178/1316WikidataQ47362349 ScholiaQ47362349MaRDI QIDQ220893

List of research outcomes





PublicationDate of PublicationType
Causality and association: the statistical and legal approaches2012-09-01Paper
An effective confidence interval for the mean with samples of size one and two2010-03-11Paper
Markov Chains and Stochastic Stability2009-06-04Paper
Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes.2005-11-29Paper
Trim and Fill: A Simple Funnel‐Plot–Based Method of Testing and Adjusting for Publication Bias in Meta‐Analysis2005-04-20Paper
Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains2004-09-22Paper
Drift conditions and invariant measures for Markov chains.2004-09-22Paper
Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains2004-06-10Paper
Transform Estimation of Parameters for Stage-Frequency Data2004-06-10Paper
Markov chains: Structure and applications2003-11-27Paper
Perfect sampling of ergodic Harris chains2003-05-06Paper
Geometric L2 and L1 convergence are equivalent for reversible Markov chains2003-05-01Paper
Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process2003-02-26Paper
Perfect simulation of an inventory model for perishable products2002-09-18Paper
Perfect sampling from independent Metropolis-Hastings chains2002-08-28Paper
A Nonparametric "Trim and Fill" Method of Accounting for Publication Bias in Meta-Analysis2002-07-30Paper
Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models2002-07-28Paper
Rates of convergence of stochastically monotone and continuous time Markov models2002-02-03Paper
Locally contracting iterated functions and stability of Markov chains2001-10-14Paper
Bounds on regeneration times and convergence rates for Markov chains2001-01-17Paper
Langevin-type models. I: Diffusions with given stationary distributions and their discretizations2000-11-01Paper
Langevin-type models II: Self-targeting candidates for MCMC algorithms2000-10-17Paper
Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times2000-04-09Paper
Truncation approximations of invariant measures for Markov chains1999-04-26Paper
https://portal.mardi4nfdi.de/entity/Q48949411999-02-22Paper
Orthogonal measures and absorbing sets for Markov chains1998-09-08Paper
Perfect simulation and backward coupling1998-04-13Paper
Exponential convergence of Langevin distributions and their discrete approximations1997-09-01Paper
Computable exponential convergence rates for stochastically ordered Markov processes1997-06-10Paper
https://portal.mardi4nfdi.de/entity/Q47139901997-03-18Paper
Continuous-time threshold AR(1) processes1997-02-24Paper
https://portal.mardi4nfdi.de/entity/Q48951401997-02-17Paper
Rates of convergence of the Hastings and Metropolis algorithms1997-01-05Paper
https://portal.mardi4nfdi.de/entity/Q43510471997-01-01Paper
Exponential and uniform ergodicity of Markov processes1996-07-07Paper
Geometric Convergence Rates for Stochastically Ordered Markov Chains1996-06-23Paper
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms1996-01-01Paper
Computable bounds for geometric convergence rates of Markov chains1995-05-14Paper
State-dependent criteria for convergence of Markov chains1995-01-03Paper
Subgeometric Rates of Convergence of f-Ergodic Markov Chains1994-12-19Paper
Strengthening ergodicity to geometric ergodicity for markov chains1994-10-10Paper
Topological conditions enabling use of Harris methods in discrete and continuous time1994-08-28Paper
https://portal.mardi4nfdi.de/entity/Q42735711994-04-06Paper
https://portal.mardi4nfdi.de/entity/Q42735701994-04-06Paper
Stability of Markovian processes II: continuous-time processes and sampled chains1994-02-17Paper
Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes1994-02-17Paper
Markov chains and stochastic stability1993-11-02Paper
Stability of Markovian processes I: criteria for discrete-time Chains1992-10-04Paper
ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES1992-09-27Paper
PITMAN MEDAL AWARDED TO E. J. HANNAN1991-01-01Paper
Linear functionals and Markov chains associated with Dirichlet processes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32016281989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38130211988-01-01Paper
RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS1985-01-01Paper
A system model with interacting components:renewal type results1985-01-01Paper
Moments for stationary and quasi-stationary distributions of markov chains1985-01-01Paper
Technical Note—Mean Drifts and the Non-Ergodicity of Markov Chains1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39668811983-01-01Paper
The existence of moments for stationary Markov chains1983-01-01Paper
WEIGHTED AREA TECHNIQUES FOR EXPLICIT PARAMETER ESTIMATION IN MULTI-STAGE MODELS1983-01-01Paper
Solidarity properties and a Doeblin decomposition for a class of non- Markovian stochastic processes1983-01-01Paper
Operator-geometric stationary distributions for markov chains, with application to queueing models1982-01-01Paper
Storage processes with general release rule and additive inputs1982-01-01Paper
Techniques for estimating parameters in Bartoszynski's virus model1982-01-01Paper
Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes1981-01-01Paper
Perturbations of countable Markov chains and processes1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39157671980-01-01Paper
Asymptotic behaviour of point processes with Markov-dependent intervals1980-01-01Paper
Exponential decay and ergodicity of general Markov processes and their discrete skeletons1979-01-01Paper
Markov Chains with Continuous Components1979-01-01Paper
Exponential ergodicity in Markovian queueing and dam models1979-01-01Paper
The Recurrence Structure of General Markov Processes1979-01-01Paper
Parameter estimation using transform estimation in time-evolving models1979-01-01Paper
Topological aspects of Doeblin decompositions for Markov chains1979-01-01Paper
Geometric ergodicity and R-positivity for general Markov chains1978-01-01Paper
Uniform limit theorems for non-singular renewal and Markov renewal processes1978-01-01Paper
Criteria for strong ergodicity of Markov chains1978-01-01Paper
First-passage times in skip-free processes1978-01-01Paper
Hitting times of Markov chains, with application to state-dependent queues1977-01-01Paper
Modes of convergence of Markov chain transition probabilities1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41277301977-01-01Paper
Criteria for classifying general Markov chains1976-01-01Paper
RELATIONS BETWEEN ERGODICITY AND MEAN DRIFT FOR MARKOV CHAINS11976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40700801976-01-01Paper
R-theory for Markov chains on a topological state Space. II1976-01-01Paper
Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space1975-01-01Paper
Sufficient conditions for regularity, recurrence and ergodicity of Markov processes1975-01-01Paper
The robustness of positive recurrence and recurrence of Markov chains under perturbations of the transition probabilities1975-01-01Paper
R -Theory for Markov Chains on a Topological State Space I1975-01-01Paper
Truncation approximation of the limit probabilities for denumerable semi-Markov processes1975-01-01Paper
Quasi-stationary distributions for Markov chains on a general state space1974-01-01Paper
SOME ERGODIC PROPERTIES OF THE FELLER MINIMAL PROCESS1974-01-01Paper
R-theory for Markov chains on a general state space. I: Solidarity properties and R-recurrent chains1974-01-01Paper
R-theory for Markov chains on a general state space. II: r-subinvariant measures for r-transient chains1974-01-01Paper
A representation for invariant measures for transient Markov chains1974-01-01Paper
The calculation of limit probabilities for denumerable Markov processes from infinitesimal properties1973-01-01Paper
Truncation procedures for non-negative matrices1971-01-01Paper
Stationary measures for random walk on a half line1971-01-01Paper
Stationary measures for random walk on a half line1971-01-01Paper

Research outcomes over time

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