Pages that link to "Item:Q3828839"
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The following pages link to A note on the geometric ergodicity of a Markov chain (Q3828839):
Displaying 14 items.
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Nonparametric approach to identifying NARX systems (Q469615) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Asymptotic optimality of isoperimetric constants (Q742109) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- Bounds on regeneration times and convergence rates for Markov chains (Q1593619) (← links)
- Polynomial ergodicity of Markov transition kernels. (Q2574534) (← links)
- Markov chains with doubly stochastic transition matrices and application to a sequence of non-selective quantum measurements (Q2669400) (← links)
- New results on recursive identification of NARX systems (Q3107253) (← links)
- Bayesian Conditional Density Filtering (Q3391099) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- Detection of jump location curve in spatial linear regression model with two-dimensional threshold (Q5078288) (← links)
- Geometric ergodicity and ultimate boundedness of a stochastic chemostat model with general nutrient uptake function (Q6202719) (← links)
