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~subject:"higher order Markov chain"
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higher order Markov chain
Stochastic process
7
Stochastischer Prozess
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Diffusion process
6
Estimation theory
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Schätztheorie
6
M-estimator
5
Malliavin calculus
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Theory
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Asymptotic mixed normality
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Sampling
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Stichprobenerhebung
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discrete distribution
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Discrete time observation
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Discrete time observations
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Korrelation
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Polynomial type large deviation inequality
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Primary 62F12
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Probability generating function
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Secondary 60J60
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Volatilität
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asymptotic expansion
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change point estimation
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diffusion processes
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discrete time observations
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generalized probability generating function
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volatility
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Uchida, Masayuki
3
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Annals of the Institute of Statistical Mathematics
3
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RePEc
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On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables
Uchida, Masayuki
- In:
Annals of the Institute of Statistical Mathematics
50
(
1998
)
4
,
pp. 655-671
Persistent link: https://www.econbiz.de/10005616345
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2
Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain
Uchida, Masayuki
- In:
Annals of the Institute of Statistical Mathematics
50
(
1998
)
2
,
pp. 203-222
Persistent link: https://www.econbiz.de/10005395526
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3
On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain
Uchida, Masayuki
- In:
Annals of the Institute of Statistical Mathematics
50
(
1998
)
3
,
pp. 587-601
Persistent link: https://www.econbiz.de/10005395620
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