Pages that link to "Item:Q1221446"

The following pages link to Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space (Q1221446):

Displaying 32 items.

• Recurrence of Symmetric Random Walks (Q3319526) (← links)
• A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME (Q3339888) (← links)
• Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
• On a partly linear autoregressive model with moving average errors (Q3589230) (← links)
• SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE (Q3757095) (← links)
• THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS (Q3965454) (← links)
• ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4012950) (← links)
• Hitting times of Markov chains, with application to state-dependent queues (Q4137841) (← links)
• On nonlinear models for time series (Q4203659) (← links)
• Ergodicity conditions for nonlinear discrete time stochastic dynamical systems with Markovian noise (Q4284122) (← links)
• A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
• Asymptotic optimal tracking: feedback strategies (Q4584679) (← links)
• Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives (Q4828154) (← links)
• Kernel matching scheme for block bootstrap of time series data (Q4828177) (← links)
• Power periodic threshold GARCH model: Structure and estimation (Q5076941) (← links)
• Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
• A class of max-INAR(1) processes with explanatory variables (Q5086077) (← links)
• On the ergodicity of a class of level-dependent quasi-birth-and-death processes (Q5203977) (← links)
• Markov Systems in a General State Space (Q5419651) (← links)
• Unit root tests in three‐regime SETAR models (Q5488515) (← links)
• A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653) (← links)
• \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (Q5933608) (← links)
• Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)
• A new minification integer‐valued autoregressive process driven by explanatory variables (Q6075176) (← links)
• A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
• Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
• Temporally local maximum likelihood with application to SIS model (Q6140374) (← links)
• A production queueing-inventory system with two-customer and a server subject to breakdown (Q6148759) (← links)
• A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
• On the existence of stationary threshold bilinear processes (Q6581351) (← links)
• Super-efficient exact Hamiltonian Monte Carlo for the von Mises distribution (Q6620451) (← links)