Pages that link to "Item:Q1163788"
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The following pages link to Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory (Q1163788):
Displaying 50 items.
- Geometric ergodicity for classes of homogeneous Markov chains (Q404128) (← links)
- Asymptotic optimality of isoperimetric constants (Q742109) (← links)
- The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory (Q789102) (← links)
- Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models (Q908623) (← links)
- Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) (Q1078907) (← links)
- Finite-time implications of relaxation times for stochastically monotone processes (Q1102630) (← links)
- Mixing properties of ARMA processes (Q1104632) (← links)
- Analysis of initial transient deletion for replicated steady-state simulations (Q1183384) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Tails of passage-times and an application to stochastic processes with boundary reflection in wedges (Q1382504) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- Numerical simulation of polynomial-speed convergence phenomenon (Q1696954) (← links)
- Hitting times in Markov chains with restart and their application to network centrality (Q1739335) (← links)
- Moderate deviations for Markov chains with atom. (Q1766001) (← links)
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains (Q1774194) (← links)
- The mixing property of bilinear and generalised random coefficient autoregressive models (Q1819826) (← links)
- Geometric absolute regularity of Banach space-valued autoregressive processes. (Q1871334) (← links)
- Polynomial convergence rates of Markov chains (Q1872407) (← links)
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses (Q1916172) (← links)
- Remarks on the speed of convergence of mixing coefficients and applications (Q2435775) (← links)
- Subgeometric rates of convergence of Markov processes in the Wasserstein metric (Q2448687) (← links)
- Acknowledgement of priority concerning ``On the central limit theorem for geometrically ergodic Markov chains'' (Q2494409) (← links)
- A Liapounov bound for solutions of the Poisson equation (Q2563941) (← links)
- Recurrence conditions for Markov decision processes with Borel state space: A survey (Q2638961) (← links)
- Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes (Q2640989) (← links)
- Maximal coupling and stability of discrete non-homogeneous Markov chains (Q2786937) (← links)
- Maximal coupling procedure and stability of discrete Markov chains. I (Q2922891) (← links)
- Maximal coupling procedure and stability of discrete Markov chains. II (Q2923383) (← links)
- An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition (Q2923398) (← links)
- An inequality for the coupling moment in the case of two inhomogeneous Markov chains (Q2944731) (← links)
- Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains (Q2954049) (← links)
- Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains (Q2960454) (← links)
- On the Markov Transition Kernels for First Passage Percolation on the Ladder (Q3014979) (← links)
- Additive Functionals for Discrete-Time Markov Chains with Applications to Birth-Death Processes (Q3108465) (← links)
- The Impact of Stress Factors on the Price of Widow’s Pensions (Q3193132) (← links)
- On a partly linear autoregressive model with moving average errors (Q3589230) (← links)
- A system model with interacting components:renewal type results (Q3685805) (← links)
- RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS (Q3690041) (← links)
- SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE (Q3757095) (← links)
- Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations (Q4715610) (← links)
- Nonparametric testing for correlation models with dependent data (Q4949155) (← links)
- Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
- (Q5011565) (← links)
- On some basic features of strictly stationary, reversible Markov chains (Q5012851) (← links)
- Subgeometric ergodicity and <i>β</i>-mixing (Q5152513) (← links)
- An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists (Q5351662) (← links)
- Fixed size confidence regions for parameters of threshold AR(1) models (Q5945260) (← links)
- Stability of overshoots of Markov additive processes (Q6139684) (← links)
