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publications

(50)   

• A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
  Wang Shiyun and Lim Kian Guan and Carolyn Chang Journal of International Financial Markets, Institutions and Money9(3):247--265Aug1999.
  to chains Markov by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• On the weak ergodicity of nonhomogeneous Markov chains
  Choon Peng Tan Statistics \& Probability Letters26(4):293--295Mar1996.
  to chains Nonhomogeneous Markov by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A continuous multivariate exponential distribution that is multivariate phase type
  Colm A. O'Cinneide and Adrian E. Raftery Statistics \& Probability Letters7(4):323--325Feb1989.
  to chains Markov by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The law of the iterated logarithm for additive functionals of Markov chains
  Yu Miao and Guangyu Yang Statistics \& Probability Letters78(3):265--270Feb2008.
  to Markov chains by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Statistical inference for finite Markov chains based on divergences
  M. L. Men'endez and D. Morales and L. Pardo and K. Zografos Statistics \& Probability Letters41(1):9--17Jan1999.
  to chains Markov by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Invariant probabilities for Markov chains on a metric space
  Jean B. Lasserre Statistics \& Probability Letters34(3):259--265Jun1997.
  to chains Markov Feller by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Unsupervised segmentation of triplet Markov chains hidden with long-memory noise
  Pierre Lanchantin and J'er^ome Lapuyade-Lahorgue and Wojciech Pieczynski Signal Processing88(5):1134--1151May2008.
  to chains Markov Hidden by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Production chains and general equilibrium aggregate dynamics
  Kevin X. D. Huang and Zheng Liu Journal of Monetary Economics48(2):437--462Oct2001.
  to chains Production by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Existence of bounded invariant probability densities for Markov chains
  On'esimo Hern'andez-Lerma and Jean B. Lasserre Statistics \& Probability Letters28(4):359--366Aug1996.
  to chains Markov by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A preorder relation for Markov reward processes
  David Daly and Peter Buchholz and William H. Sanders Statistics \& Probability Letters77(11):1148--1157Jun2007.
  to Markov time chains Discrete by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Diffusion approximations for random walks on nilpotent Lie groups
  Lucia Caramellino and Adriana Climescu-Haulica and Barbara Pacchiarotti Statistics \& Probability Letters41(4):363--377Feb1999.
  to approximations Diffusion chains Markov of by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Unsupervised signal restoration using hidden Markov chains with copulas
  Nicolas Brunel and Wojciech Pieczynski Signal Processing85(12):2304--2315Dec2005.
  to chains Markov Hidden by smicha and 1 other person on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Approximate regenerative-block bootstrap for Markov chains
  Patrice Bertail and St'ephan Cl'emenccon Computational Statistics \& Data Analysis52(5):2739--2756Jan2008.
  to chains Markov by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• International trade and industrial upgrading in the apparel commodity chain
  Gary Gereffi Journal of International Economics48(1):37--70Jun1999.
  to commodity Global chains by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Speed of -convergence for Markov approximations of chains with complete connections. A coupling approach
  Xavier Bressaud and Roberto Fern'andez and Antonio Galves Stochastic Processes and their Applications83(1):127--138Sep1999.
  to with connections Chains complete by smicha on Apr 22, 2008, 2:25 PM
  URL | BibTeX 
• The loop erased exit path and the metastability of a biased vote process
  Olivier Catoni and Dayue Chen and Jun Xie Stochastic Processes and their Applications86(2):231--261Apr2000.
  to with chains exponential Markov transitions Finite by smicha on Apr 22, 2008, 2:25 PM
  URL | BibTeX 
• The CLT for Markov chains with a countable state space embedded in the space lp
  Tsung-Hsi Tsai Stochastic Processes and their Applications91(1):39--46Jan2001.
  to Markov chains by smicha on Apr 22, 2008, 2:25 PM
  URL | BibTeX 
• Two-sided taboo limits for Markov processes and associated perfect simulation
  Peter W. Glynn and Hermann Thorisson Stochastic Processes and their Applications91(1):1--20Jan2001.
  to chains Markov by smicha on Apr 22, 2008, 2:25 PM
  URL | BibTeX 
• Note on the knapsack Markov chain
  Matthias Löwe and Christian Meise Stochastic Processes and their Applications94(1):155--170Jul2001.
  to chains Markov by smicha on Apr 22, 2008, 2:25 PM
  URL | BibTeX 
• Convergence of locally and globally interacting Markov chains
  Hans Föllmer and Ulrich Horst Stochastic Processes and their Applications96(1):99--121Nov2001.
  to product on infinite spaces Markov chains by smicha on Apr 22, 2008, 2:25 PM
  URL | BibTeX