Geometric ergodicity for classes of homogeneous Markov chains
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Publication:404128
DOI10.1016/J.SPA.2014.05.002zbMATH Open1323.60091OpenAlexW2964135325MaRDI QIDQ404128FDOQ404128
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Cited in
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- 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
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- 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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