Cited in
(only showing first 100 items - show all)- Extremal financial risk models and portfolio evaluation
- Variance estimation in the central limit theorem for Markov chains
- Detecting change-points in Markov chains
- Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains
- Nonexistence of complete sufficient statistics for stationary k-state Markov chains, k 3
- Estimation in the Markov random walk scheme
- A \(\chi^2\) goodness-of-fit test for Markov renewal processes
- On tests of independence for \(r\times c\) Markovian contingency tables
- The use of context in pattern recognition
- Certain boundary functionals for Markov random walks
- Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence
- Fluctuation spectroscopy
- Optimum statistical inference from randomly stopped random processes
- Robust MIPA array processors with bivariate and Markov dependence
- Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data
- Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables
- Time operator of Markov chains and mixing times. Applications to financial data
- Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
- Testing stationary distributions of Markov chains based on Rao's divergence
- Maximum likelihood estimation for generalized semi-Markov processes
- Testing composite hypotheses about discrete ergodic processes
- Exact inference on stratified two-stage Markov chain models.
- Testing the order of discrete Markov chains using surrogate data
- Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
- The price leadership share: a new measure of price discovery in financial markets
- A reverse Aldous-Broder algorithm
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
- Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator
- Constrained Markov order surrogates
- Robust parametric inference for finite Markov chains
- A quantum-mechanical derivation of the multivariate central limit theorem for Markov chains
- Multivariate normal approximation of the maximum likelihood estimator via the delta method
- Statistical estimation of ergodic Markov chain kernel over discrete state space
- Statistical inference for Markov chains with applications to credit risk
- Testing hypothesis on transition distributions of a Markov sequence
- The combined Poisson INMA\((q)\) models for time series of counts
- Markov chain Monte Carlo test of toric homogeneous Markov chains
- A stationarity test on Markov chain models based on marginal distribution
- Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns
- Central limit theorem for the estimator of the value of an optimal stopping problem
- Informational models and their uses
- Novel advancements in the Markov chain stock model: analysis and inference
- Exact significance test for Markov order
- Estimation in hidden Markov models via efficient importance sampling
- On the limiting distributions in Markov renewal processes with finitely many states
- Estimation of the transition distributions of a Markov renewal process
- Persistence of variances for stochastic, discrete-time, population growt h models
- Online change detection of Markov chains with unknown post-change transition probabilities
- Exact goodness-of-fit tests for Markov chains
- Non-causality in bivariate binary time series
- Asymptotic bootstrap validity for finite markov chains
- A copula-based Markov chain model for the analysis of binary longitudinal data
- Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов
- Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media
- Testing a markov chain for independence
- An appraisal of methods for the analysis of longitudinal ordinal response data with random dropout using a nonhomogeneous Markov model
- ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
- ML, PL, QL in Markov Chain Models
- Development of Specific hypothesis tests for estimated markov chains
- Inférence statistique dans les processus stochastiques: Aperçu historique
- Consistency of Maximum Likelihood Estimators for Multiparameter Markov Chains
- Some statistical inferences on O-U processes
- On tests for Markov dependence
- Statistical inference in mathematical and computational linguistics
- scientific article; zbMATH DE number 1208124 (Why is no real title available?)
- Statistical methodology for assessing homology of intronic regions of genes
- Estimating Markov transition matrices using uncertain observed states
- ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
- Fingerprinting and reconstruction of functionals of discrete time Markov chains
- An extended likelihood framework for modelling discretely observed credit rating transitions
- The eigenvalues of the empirical transition matrix of a Markov chain
- A lower bound on the quantum capacity of channels with correlated errors
- Closure–state specification for markov–process models with incomplete micro data
- Estimation of Parameters in a Particular Finite Capacity Priority Queueing Model
- TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA
- Inference about stationary distributions of Markov chains based on divergences with observed frequencies.
- Some results on the information theoretic analysis of cryptosystems
- Graph-combinatorial approach for large deviations of Markov chains
- Robustness to incorrect system models in stochastic control
- Random walks on simplicial complexes and the normalized Hodge 1-Laplacian
- Classifying speech sonority functional data using a projected Kolmogorov-Smirnov approach
- Bivariate transition model for analysing ordinal and nominal categorical responses: an application to the labour force survey data
- A Bayesian approach for analysing longitudinal nominal outcomes using random coefficients transitional generalized logit model: an application to the labour force survey data
- Robustness to approximations and model learning in MDPs and POMDPs
- Markov chain order estimation based on the chi-square divergence
- Goodness of fit test for higher order binary Markov chain models
- Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
- Detection and diagnosis of distribution changes of degree ratio in complex networks
- Estimation of the Entropy Rate of a Countable Markov Chain
- Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
- A latent time–budget model
- On asymptotically optimal tests
- Estimating models based on Markov jump processes given fragmented observation series
- Bayesian clustering for continuous‐time hidden Markov models
- Improved estimation of relaxation time in nonreversible Markov chains
- On a periodic SETINAR model
- Discrete-valued time series based on the exponential family with the multidimensional parameter and their probabilistic and statistical analysis
- UNCERTAINTY VISUALIZATION FOR CHARACTERIZING HETEROGENEOUS HUMAN BEHAVIORS IN DISCRETE DYNAMICAL SYSTEM MODELS
- Testing the order of Markov dependence in DNA sequences
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