Pages that link to "Item:Q2759814"

The following pages link to Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks (Q2759814):

Displaying 17 items.

• Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap (Q424699) (← links)
• Efficient likelihood estimation in state space models (Q449965) (← links)
• A renewal theorem for strongly ergodic Markov chains in dimension \(d \geq 3\) and centered case (Q535196) (← links)
• SPRT and CUSUM in hidden Markov models (Q1412371) (← links)
• Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (Q1766136) (← links)
• Uniform Markov renewal theory and ruin probabilities in Markov random walks. (Q1879907) (← links)
• Multidimensional renewal theory in the non-centered case: application to strongly ergodic Markov chains (Q1935439) (← links)
• Asymptotic behavior for Markovian iterated function systems (Q2029769) (← links)
• Stopped diffusion processes: boundary corrections and overshoot (Q2267543) (← links)
• Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773) (← links)
• Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes (Q2974707) (← links)
• The Nagaev-Guivarc’h method via the Keller-Liverani theorem (Q3056515) (← links)
• Credit Risk Propagation in Structural-Form Models (Q5162860) (← links)
• Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (Q5426471) (← links)
• Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain (Q6102054) (← links)
• Stability of overshoots of Markov additive processes (Q6139684) (← links)