Efficiency of Empirical Estimators for Markov Chains

JOURNAL ARTICLE published 1 February 1995 in The Annals of Statistics

Authors: P. E. Greenwood | W. Wefelmeyer

Reversible Markov Chains and Optimality of Symmetrized Empirical Estimators

JOURNAL ARTICLE published February 1999 in Bernoulli

Authors: Priscilla E. Greenwood | Wolfgang Wefelmeyer

Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields

JOURNAL ARTICLE published 1 August 1996 in The Annals of Statistics

Authors: Priscilla E. Greenwood | Ian W. McKeague | Wolfgang Wefelmeyer

Nonparametric estimators for Markov step processes

JOURNAL ARTICLE published August 1994 in Stochastic Processes and their Applications

Authors: P.E. Greenwood | W. Wefelmeyer

Information bounds for Gibbs samplers

JOURNAL ARTICLE published 1 December 1998 in The Annals of Statistics

Authors: Priscilla E. Greenwood | Ian W. McKeague | Wolfgang Wefelmeyer

Ch. 9. Empirical estimators based on MCMC data

BOOK CHAPTER published 2003 in Handbook of Statistics

Authors: Priscilla E. Greenwood | Wolfgang Wefelmeyer

Uniformly root-n consistent density estimators for weakly dependent invertible linear processes

JOURNAL ARTICLE published 1 April 2007 in The Annals of Statistics

Authors: Anton Schick | Wolfgang Wefelmeyer

Explicit Limit Results for Minimal Sufficient Statistics and Maximum Likelihood Estimators in Some Markov Processes: Exponential Families Approach

JOURNAL ARTICLE published 1 August 1995 in The Annals of Statistics

Authors: Valeri T. Stefanov

Estimators for Partially Observed Markov Chains

BOOK CHAPTER published 2008 in Statistical Models and Methods for Biomedical and Technical Systems

Authors: Ursula U. Müller | Anton Schick | Wolfgang Wefelmeyer

Optimality Properties of Empirical Estimators for Multivariate Point Processes

JOURNAL ARTICLE published May 1994 in Journal of Multivariate Analysis

Authors: P.E. Greenwood | W. Wefelmeyer

Semimartingales of Markov Chains

JOURNAL ARTICLE published March 1958 in The Annals of Mathematical Statistics

Authors: John G. Kemeny | J. Laurie Snell

Efficiency of estimators for partially specified filtered models

JOURNAL ARTICLE published December 1990 in Stochastic Processes and their Applications

Authors: P.E. Greenwood | W. Wefelmeyer

Refined Pickands estimators of the extreme value index

JOURNAL ARTICLE published 1 December 1995 in The Annals of Statistics

Authors: Holger Drees

Efficient estimators for functionals of Markov chains with parametric marginals

JOURNAL ARTICLE published February 2004 in Statistics & Probability Letters

Authors: Spiridon Penev | Hanxiang Peng | Anton Schick | Wolfgang Wefelmeyer

Uniform consistency of generalized kernel estimators of quantile density

JOURNAL ARTICLE published 1 December 1995 in The Annals of Statistics

Authors: C. Cheng

Exact Computation of the Asymptotic Efficiency of Maximum Likelihood Estimators of a Discontinuous Signal in a Gaussian White Noise

JOURNAL ARTICLE published 1 June 1995 in The Annals of Statistics

Authors: Herman Rubin | Kai-Sheng Song

Periodogram-Based Estimators of Fractal Properties

JOURNAL ARTICLE published 1 October 1995 in The Annals of Statistics

Authors: Grace Chan | Peter Hall | D. S. Poskitt

Markov Chains for Exploring Posterior Distributions

JOURNAL ARTICLE published 1 December 1994 in The Annals of Statistics

Authors: Luke Tierney

Empirical Comparison of Uniformization Methods for Continuous-Time Markov Chains

BOOK CHAPTER published 1995 in Computations with Markov Chains

Authors: John D. Diener | William H. Sanders

Discussion: Markov Chains for Exploring Posterior Distributions

JOURNAL ARTICLE published 1 December 1994 in The Annals of Statistics

Authors: Julian Besag