Pages that link to "Item:Q3658852"
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The following pages link to The existence of moments for stationary Markov chains (Q3658852):
Displayed 21 items.
- Open queueing networks in discrete time -- some limit theorems (Q688657) (← links)
- On the central limit theorem for an ergodic Markov chain (Q689171) (← links)
- A new condition for the existence of optimal stationary policies in average cost Markov decision processes (Q1076617) (← links)
- Laws of large numbers in self-correcting point processes (Q1086914) (← links)
- Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes (Q1181408) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- The existence of moments of nonlinear autoregressive model (Q1302272) (← links)
- A lower bound for expectation of a convex functional (Q1314707) (← links)
- Population models with environmental stochasticity (Q1315128) (← links)
- Single-server queues with spatially distributed arrivals (Q1339062) (← links)
- On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
- Geometric ergodicity of a general ARCH type model (Q1369769) (← links)
- On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood (Q1424618) (← links)
- Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\) (Q1613608) (← links)
- On the approximation of the stationary distribution of a monotone stochastic Markov chain (Q1890729) (← links)
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← 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)
- COMPARISON OF SOME NON-LINEAR AUTOREGRESSIVE PROCESSES (Q3761423) (← links)
- ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4012950) (← links)
- \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (Q5933608) (← links)