✦ LIBER ✦

Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

✍ Scribed by Valentina Corradi; Norman R. Swanson; Halbert White

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Locally Most Powerful Sequential Tests f

✍ Novikov, P. A. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 126 KB

Martingale approximations for continuous

✍ Hajo Holzmann 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 241 KB

Large Deviations for Occupation Measures

✍ Liptser, R. 📂 Article 📅 1997 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 393 KB

Risk-Sensitive Control of Discrete-Time

✍ Di Masi, G. B.; Stettner, L. 📂 Article 📅 1999 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 312 KB

Absolute Continuity of Measures Correspo

✍ Lodkin, A. A. 📂 Article 📅 1971 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 418 KB

Jump statistics, sojourn times, fluctuat

✍ Marcel Ovidiu Vlad; John Ross; Michael C. Mackey 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 873 KB