Geometric ergodicity for classes of homogeneous Markov chains-Reference-Cited by-同舟云学术

Geometric ergodicity for classes of homogeneous Markov chains

Published:2014-10 Issue:10 Volume:124 Page:3362-3391
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Galtchouk L.,Pergamenshchikov S.

Funder

National Research Tomsk State University

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference25 articles.

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4. An Introduction to Probability Theory and its Applications, Vol. 1;Feller,1968

5. L. Galtchouk, S.M. Pergamenshchikov, Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions. Preprint, 2012, http://hal.archives-ouvertes.fr/hal-00682844.

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