Geometric ergodicity for classes of homogeneous Markov chains
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Cites work
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- A simple coupling of renewal processes
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric
- Computable bounds for geometric convergence rates of Markov chains
- Convergence Properties of Perturbed Markov Chains
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
- Estimation of the coefficients of a diffusion from discrete observations
- General Irreducible Markov Chains and Non-Negative Operators
- Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
- Markov chains and stochastic stability
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes
- Quantitative bounds for convergence rates of continuous time Markov processes
- RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- Renewal theory for functionals of a Markov chain with compact state space.
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Cited in
(23)- Minimax and pointwise sequential changepoint detection and identification for general stochastic models
- Equivalences of Geometric Ergodicity of Markov Chains
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
- Adaptive efficient analysis for big data ergodic diffusion models
- Asymptotic optimality of isoperimetric constants
- Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series
- Fixed accuracy estimation of parameters in a threshold autoregressive model
- Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications
- Geometric ergodicity for piecewise contracting processes with applications for tropical stochastic lattice models
- On the law of large numbers for (geometrically) ergodic Markov chains
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
- Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains
- A quantitative McDiarmid's inequality for geometrically ergodic Markov chains
- scientific article; zbMATH DE number 4078434 (Why is no real title available?)
- On ergodicity and stability estimates for some nonhomogeneous Markov chains
- Robustness of iterated function systems of Lipschitz maps
- Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
- Geometric ergodicity of affine processes on cones
- On the geometric ergodicity of the mixture autoregressive model
- A note on the geometric ergodicity of a Markov chain
- Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift
- A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains
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