Pages that link to "Item:Q1775519"

The following pages link to On the central limit theorem for geometrically ergodic Markov chains (Q1775519):

Displaying 23 items.

• On the central limit theorem for an ergodic Markov chain (Q689171) (← links)
• Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
• A sequential empirical CLT for multiple mixing processes with application to \(\mathcal{B}\)-geometrically ergodic Markov chains (Q743520) (← links)
• Geometric ergodicity for some space-time max-stable Markov chains (Q1726762) (← links)
• Geometric ergodicity and the spectral gap of non-reversible Markov chains (Q1930854) (← links)
• Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
• Randomized multivariate central limit theorems for ergodic homogeneous random fields (Q2059685) (← links)
• Variational formulas for asymptotic variance of general discrete-time Markov chains (Q2108480) (← links)
• Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
• Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371) (← links)
• Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096) (← links)
• Acknowledgement of priority concerning ``On the central limit theorem for geometrically ergodic Markov chains'' (Q2494409) (← links)
• Large deviation asymptotics and control variates for simulating large functions (Q2494582) (← links)
• Variational principles for asymptotic variance of general Markov processes (Q2690111) (← links)
• On the law of large numbers for (geometrically) ergodic Markov chains (Q2886965) (← links)
• Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains (Q2954049) (← links)
• VARIANCE BOUNDING MARKOV CHAINS, L₂-UNIFORM MEAN ERGODICITY AND THE CLT (Q3083431) (← links)
• (Q5011565) (← links)
• On some basic features of strictly stationary, reversible Markov chains (Q5012851) (← links)
• Mod-ϕ Convergence, II: Estimates on the Speed of Convergence (Q5126533) (← links)
• Strong convergence of infinite color balanced urns under uniform ergodicity (Q5139907) (← links)
• Optimal Estimation of Free Energies and Stationary Densities from Multiple Biased Simulations (Q5250322) (← links)
• A regeneration proof of the central limit theorem for uniformly ergodic Markov chains (Q5900353) (← links)