74 citations to https://www.mathnet.ru/rus/tvp4749
-
Cheng-Der Fuh, “Efficient likelihood estimation in state space models”, Ann. Statist., 34:4 (2006)
-
H. Cai, S.R. Kulkarni, S. Verdu, “Universal Divergence Estimation for Finite-Alphabet Sources”, IEEE Trans. Inform. Theory, 52:8 (2006), 3456
-
Z. Szewczak, “A remark on a large deviation theorem for Markov chain with a finite number of states”, Теория вероятн. и ее примен., 50:3 (2005), 612–622 ; Theory Probab. Appl., 50:3 (2006), 518–528
-
Françoise Pène, “Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard”, Ann. Appl. Probab., 15:4 (2005)
-
Patrice Bertail, Stéphan Clémençon, “Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains”, Probab. Theory Relat. Fields, 130:3 (2004), 388
-
Cheng-Der Fuh, “Uniform Markov renewal theory and ruin probabilities in Markov random walks”, Ann. Appl. Probab., 14:3 (2004)
-
Nakahiro Yoshida, “Partial mixing and Edgeworth expansion”, Probab. Theory Relat. Fields, 129:4 (2004), 559
-
А. В. Нагаев, “Предельные теоремы и проверка гипотез относительно цепей Маркова”, Дискрет. матем., 15:4 (2003), 35–65 ; A. V. Nagaev, “Limit theorems and testing hypotheses on Markov chains”, Discrete Math. Appl., 13:6 (2003), 569–599
-
I. Kontoyiannis, S. P. Meyn, “Spectral theory and limit theorems for geometrically ergodic Markov processes”, Ann. Appl. Probab., 13:1 (2003)
-
Joel L. Horowitz, “Bootstrap Methods for Markov Processes”, Econometrica, 71:4 (2003), 1049