Pages that link to "Item:Q3288490"
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The following pages link to Statistical Methods in Markov Chains (Q3288490):
Displaying 50 items.
- Non-causality in bivariate binary time series (Q291706) (← links)
- Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes (Q556428) (← links)
- Testing the order of Markov dependence in DNA sequences (Q631473) (← links)
- Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences (Q631478) (← links)
- Variance reduction of estimators arising from Metropolis-Hastings algorithms (Q746297) (← links)
- On likelihood estimation for a discretely observed jump process (Q817921) (← links)
- Discrete-valued ARMA processes (Q840814) (← links)
- Computational mechanics of input-output processes: structured transformations and the \(\epsilon\)-transducer (Q892410) (← links)
- Cellular automaton modeling of epidemics (Q922394) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Variance estimation in the central limit theorem for Markov chains (Q1015870) (← links)
- Detecting change-points in Markov chains (Q1020703) (← links)
- Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains (Q1023985) (← links)
- Nonexistence of complete sufficient statistics for stationary k-state Markov chains, \(k\geq 3\) (Q1151705) (← links)
- Estimation in the Markov random walk scheme (Q1185594) (← links)
- A \(\chi^2\) goodness-of-fit test for Markov renewal processes (Q1227428) (← links)
- On tests of independence for \(r\times c\) Markovian contingency tables (Q1229050) (← links)
- The use of context in pattern recognition (Q1247177) (← links)
- Certain boundary functionals for Markov random walks (Q1256811) (← links)
- Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence (Q1291566) (← links)
- Fluctuation spectroscopy (Q1321719) (← links)
- Optimum statistical inference from randomly stopped random processes (Q1330195) (← links)
- Robust MIPA array processors with bivariate and Markov dependence (Q1357083) (← links)
- Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data (Q1627568) (← links)
- Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables (Q1687208) (← links)
- Time operator of Markov chains and mixing times. Applications to financial data (Q1783136) (← links)
- Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series (Q1788721) (← links)
- Testing stationary distributions of Markov chains based on Rao's divergence (Q1809012) (← links)
- Maximum likelihood estimation for generalized semi-Markov processes (Q1911472) (← links)
- Testing composite hypotheses about discrete ergodic processes (Q1936548) (← links)
- Exact inference on stratified two-stage Markov chain models. (Q1960591) (← links)
- Testing the order of discrete Markov chains using surrogate data (Q1967268) (← links)
- Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation (Q1996837) (← links)
- The price leadership share: a new measure of price discovery in financial markets (Q2022925) (← links)
- A reverse Aldous-Broder algorithm (Q2041828) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator (Q2074310) (← links)
- Constrained Markov order surrogates (Q2115528) (← links)
- Robust parametric inference for finite Markov chains (Q2125477) (← links)
- A quantum-mechanical derivation of the multivariate central limit theorem for Markov chains (Q2128258) (← links)
- Multivariate normal approximation of the maximum likelihood estimator via the delta method (Q2180265) (← links)
- Statistical estimation of ergodic Markov chain kernel over discrete state space (Q2214258) (← links)
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
- Testing hypothesis on transition distributions of a Markov sequence (Q2242845) (← links)
- The combined Poisson INMA\((q)\) models for time series of counts (Q2336934) (← links)
- Markov chain Monte Carlo test of toric homogeneous Markov chains (Q2360891) (← links)
- A stationarity test on Markov chain models based on marginal distribution (Q2360930) (← links)
- Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains (Q2369300) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- Central limit theorem for the estimator of the value of an optimal stopping problem (Q2387145) (← links)
