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 50 items.

• A unified approach to self-normalized block sampling (Q288844) (← links)
• Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
• Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
• A class of measure-valued Markov chains and Bayesian nonparametrics (Q442087) (← links)
• Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
• A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
• Estimation of the infection parameter of an epidemic modeled by a branching process (Q470501) (← links)
• Stability analysis for stochastic hybrid systems: a survey (Q472550) (← links)
• A stochastic model for the circulation of restorable materials (Q583750) (← links)
• On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
• Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation (Q738398) (← links)
• A certainty equivalence principle based nonlinear separation control rule for random access channels: Stability and delay analysis (Q803100) (← links)
• A two-cyclic queuing system (Q895080) (← links)
• Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
• Branching Markov processes and related asymptotics (Q1012533) (← links)
• Categorical time series models for contingency tables (Q1021773) (← links)
• Estimation in nonlinear time series models (Q1079909) (← links)
• Mixing properties of ARMA processes (Q1104632) (← links)
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory (Q1163788) (← links)
• Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes (Q1181408) (← links)
• Modes of convergence of Markov chain transition probabilities (Q1243523) (← links)
• First-passage times in skip-free processes (Q1250489) (← links)
• Nonparametric vector autoregression (Q1299541) (← links)
• Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
• Ergodicity of dissipative differential equations subject to random impulses (Q1300093) (← links)
• Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes (Q1305274) (← links)
• A lower bound for expectation of a convex functional (Q1314707) (← links)
• Population models with environmental stochasticity (Q1315128) (← links)
• Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
• Ergodicity of nonlinear first order autoregressive models (Q1345087) (← links)
• Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
• On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood (Q1424618) (← links)
• A note on a simple Markov bilinear stochastic process (Q1613001) (← links)
• The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
• Shifts in volatility driven by large stock market shocks (Q1657558) (← links)
• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
• Recurrence relations for generalized hitting times for semi-Markov processes (Q1814755) (← links)
• Stabilizing an uncertain production system (Q1824543) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Geometric absolute regularity of Banach space-valued autoregressive processes. (Q1871334) (← links)
• Drift conditions and invariant measures for Markov chains. (Q1879539) (← links)
• Nonlinear autoregressive models and long memory (Q1929116) (← links)
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
• Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
• Functional coefficient autoregressive conditional root model (Q2391922) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• First-order observation-driven integer-valued autoregressive processes (Q2475413) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• Weak identification in the ESTAR model and a new model (Q2852497) (← links)