The existence of moments for stationary Markov chains

Cited in

(35)

Rank-driven Markov processes
On finite long run costs and rewards in infinite Markov chains
Single-server queues with spatially distributed arrivals
Open queueing networks in discrete time -- some limit theorems
A new condition for the existence of optimal stationary policies in average cost Markov decision processes
An asymptotic approximation for TCP CUBIC
An asymptotic approximation for TCP compound
COMPARISON OF SOME NON-LINEAR AUTOREGRESSIVE PROCESSES
On the approximation of the stationary distribution of a monotone stochastic Markov chain
Estimation of a multiple-threshold \(AR(p)\) model
On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood
L₁ geometric ergodicity of a multivariate nonlinear AR model with an ARCH term.
The existence of moments of nonlinear autoregressive model
Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\)
Estimation of an autoregressive semiparametric model with exogenous variables
Estimation of the infection parameter of an epidemic modeled by a branching process
On a threshold autoregression with conditional heteroscedastic variances
Log-linear Poisson autoregression
Population models with environmental stochasticity
Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
Bounded truncation error for long-run averages in infinite Markov chains
Local asymptotic normality and efficient estimation for INAR(p) models
Local asymptotic normality and optimal estimation for self-excited threshold generalized INAR(p) models
Moments for stationary Markov chains with asymptotically zero drift
Laws of large numbers in self-correcting point processes
RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
Global linear convergence of evolution strategies with recombination on scaling-invariant functions
Geometric ergodicity of a general ARCH type model
SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
A lower bound for expectation of a convex functional
Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
On the central limit theorem for an ergodic Markov chain
Finite-state-space truncations for infinite quasi-birth-death processes

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