Образец цитирования:
В. К. Малиновский, “О предельных теоремах для харрисовских цепей Маркова. I”, Теория вероятн. и ее примен., 31:2 (1986), 315–332; Theory Probab. Appl., 31:2 (1987), 269–285
Shengyi He, Henry Lam, “Higher-order coverage errors of batching methods via Edgeworth expansions on t-statistics”, Ann. Statist., 52:4 (2024)
Carlos A. Fernández, “Regenerative bootstrap for β-null recurrent Markov chains”, Electron. J. Statist., 18:2 (2024)
Bertail P., Portier F., “Rademacher Complexity For Markov Chains: Applications to Kernel Smoothing and Metropolis-Hastings”, Bernoulli, 25:4B (2019), 3912–3938
Patrice Bertail, Gabriela Ciołek, Charles Tillier, Statistical Inference for Piecewise‐deterministic Markov Processes, 2018, 107
S. V. Nagaev, “The Berry–Esseen Bound for General Markov Chains”, J Math Sci, 234:6 (2018), 829
Patrice Bertail, Emilie Chautru, Stephan Clémençon, “Empirical Processes in Survey Sampling with (Conditional) Poisson Designs”, Scandinavian J Statistics, 44:1 (2017), 97
Patrice Bertail, Stéphan Clémençon, Charles Tillier, Extreme Events in Finance, 2016, 139
Boris Ryabko, Jaakko Astola, Mikhail Malyutov, Compression-Based Methods of Statistical Analysis and Prediction of Time Series, 2016, 71
Bertail P. Clemencon S. Tressou J., “Bootstrapping Robust Statistics For Markovian Data Applications To Regenerative R-Statistics and l-Statistics”, J. Time Ser. Anal., 36:3, SI (2015), 462–480
D. Ferré, “Parametric first-order Edgeworth expansion for Markov additive functionals. Application to M-estimations”, Ann. Inst. H. Poincaré Probab. Statist., 51:2 (2015)
P. Bertail, S. Clémençon, “A renewal approach to Markovian U-statistics”, Math. Meth. Stat., 20:2 (2011), 79
P. Bertail, S. Clémencon, “Sharp bounds for the tails of functionals of Markov chains”, Теория вероятн. и ее примен., 54:3 (2009), 609–619; Theory Probab. Appl., 54:3 (2010), 505–515
Valentin Konakov, Enno Mammen, “Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains”, Probab. Theory Relat. Fields, 143:1-2 (2009)
Patrice Bertail, Stéphan Clémençon, Jessica Tressou, “Extreme values statistics for Markov chains via the (pseudo-) regenerative method”, Extremes, 12:4 (2009), 327
Masaaki Fukasawa, “Edgeworth expansion for ergodic diffusions”, Probab. Theory Relat. Fields, 142:1-2 (2008), 1
Patrice Bertail, Stéphan Clémençon, “Approximate regenerative-block bootstrap for Markov chains”, Computational Statistics & Data Analysis, 52:5 (2008), 2739
В. И. Ротарь, “Об асимптотических разложениях для локальных структур зависимостей с сильным перемешиванием”, Теория вероятн. и ее примен., 52:1 (2007), 21–40; V. I. Rotar', “On edgeworth expansions for dependency-neighborhoods chain structures with strong mixing characteristics”, Theory Probab. Appl., 52:1 (2008), 108–124
Patrice Bertail, Stéphan Clémençon, “Second-order properties of regeneration-based bootstrap for atomic Markov chains”, TEST, 16:1 (2007), 109
Patrice Bertail, Stéphan Clémençon, Lecture Notes in Statistics, 187, Dependence in Probability and Statistics, 2006, 3
Цитирование в формате AMSBIB
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