Pages that link to "Item:Q1895348"
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The following pages link to Efficiency of empirical estimators for Markov chains (Q1895348):
Displaying 17 items.
- A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains (Q418248) (← links)
- Efficient estimation of the stationary distribution for exponentially ergodic Markov chains (Q803698) (← links)
- Regularity, partial regularity, partial information process, for a filtered statistical model (Q1123494) (← links)
- Information bounds for Gibbs samplers (Q1307091) (← links)
- Nonparametric estimators for Markov step processes (Q1336983) (← links)
- Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) (← links)
- Ordering and improving the performance of Monte Carlo Markov chains. (Q1431213) (← links)
- Efficient estimation of invariant distributions of some semiparametric Markov chain models. (Q1856536) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- Quasi-likelihood models and optimal inference (Q1922414) (← links)
- Testing hypothesis on transition distributions of a Markov sequence (Q2242845) (← links)
- Sequentlal estimarion in exponential-type processes under random initial conditions (Q3033157) (← links)
- (Q3566287) (← links)
- (Q5179067) (← links)
- Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (Q5928938) (← links)
- Improved estimators for constrained Markov chain models (Q5953886) (← links)
- Estimation for Markov chains with periodically missing observations (Q6636852) (← links)
