Randomized consistent statistical inference for random processes and fields
From MaRDI portal
Publication:2676881
DOI10.1007/s11203-022-09270-yOpenAlexW4220859476MaRDI QIDQ2676881
Publication date: 28 September 2022
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-022-09270-y
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Ergodic theorems, spectral theory, Markov operators (37A30) Asymptotic properties of parametric tests (62F05)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stationary strongly mixing sequences not satisfying the central limit theorem
- On the speed of convergence in the ergodic theorem
- Decrease rate of the probabilities of \(\varepsilon\)-deviations for the means of stationary processes
- Modified Wald tests under nonregular conditions
- The Fejér integrals and the von Neumann ergodic theorem with continuous time
- Dominated and pointwise ergodic theorems with ``weighted averages for bounded Lamperti representations of amenable groups
- The linear difference equation of first order for angular variables
- Estimates of the rate of convergence in the von Neumann and Birkhoff ergodic theorems
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- On the Iteration of Transformations in Noncompact Minimal Dynamical Systems
- On the rate of convergence in von Neumann's ergodic theorem with continuous time
- Subadditive mean ergodic theorems
- Mixing Conditions for Markov Chains
- CONVERGENCE OF SERIES CONNECTED WITH STATIONARY SEQUENCES
- The rate of convergence in ergodic theorems
- A Necessary and Sufficient Condition for the Existence of Consistent Estimates
- REGRESSION ANALYSIS OF TIME SERIES WITH STATIONARY RESIDUALS
- Ergodic Theorems for Abelian Semi-Groups
- Convergence of averages in the ergodic theorem for groups \(\mathbb{Z}^d\)
This page was built for publication: Randomized consistent statistical inference for random processes and fields