Splitting a Single State of a Stationary Process into Markovian States
From MaRDI portal
Publication:5592683
DOI10.1214/aoms/1177698339zbMath0196.19202WikidataQ105584307 ScholiaQ105584307MaRDI QIDQ5592683
Václav Fabian, S. W. Dharmadhikari, Kumar Jogdeo
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698339
Related Items
Exponential and polynomial tailbounds for change-point estimators, On the best constant in Marcinkiewicz-Zygmund inequality, \(L_p\)-consistency of multivariate density estimates, Rate of convergence to normality for U-statistics with kernel of arbitrary degree, An invariance principle for reduced U-statistics, Asymptotic theory of U-statistics, Rate of convergence in the central limit theorem and in the strong law of large numbers for von Mises statistics, Estimates of moments of infinite-dimensional martingales, Integrated square error of nonparametric estimators of regression function: The fixed design case, On \(L^p\)-convergence of \(U\)-statistics, On the normal approximations of \(V\)- and \(L\)-statistics, Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance, Self-normalized Cramér-type large deviations for independent random variables., Empirical Edgeworth expansions for symmetric statistics, On the asymptotic behavior of random walks on an anisotropic lattice, Higher order representations of the Robbins--Monro process, Optimality of AIC in inference about Brownian motion, Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics, On the Edgeworth expansion and bootstrap approximation for the cox regression model under random censorship
