Douc, R.; Moulines, E.; Rosenthal, Jeffrey S. Quantitative bounds on convergence of time-inhomogeneous Markov chains. (English) Zbl 1072.60059 Ann. Appl. Probab. 14, No. 4, 1643-1665 (2004). Reviewer: Xianping Guo (Guangzhou) MSC: 60J27 60J22 PDFBibTeX XMLCite \textit{R. Douc} et al., Ann. Appl. Probab. 14, No. 4, 1643--1665 (2004; Zbl 1072.60059) Full Text: DOI arXiv Euclid
Fort, G.; Moulines, E. Polynomial ergodicity of Markov transition kernels. (English) Zbl 1075.60547 Stochastic Processes Appl. 103, No. 1, 57-99 (2003). Reviewer: Jan Seidler (Praha) MSC: 60J10 60J22 65C40 PDFBibTeX XMLCite \textit{G. Fort} and \textit{E. Moulines}, Stochastic Processes Appl. 103, No. 1, 57--99 (2003; Zbl 1075.60547) Full Text: DOI
Diebolt, Jean Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes. (English) Zbl 0739.62071 J. Theor. Probab. 4, No. 4, 655-667 (1991). Reviewer: G.Högnäs (Åbo) MSC: 62M10 60J10 60G10 PDFBibTeX XMLCite \textit{J. Diebolt}, J. Theor. Probab. 4, No. 4, 655--667 (1991; Zbl 0739.62071) Full Text: DOI
Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando Density estimation and adaptive control of Markov processes: Average and discounted criteria. (English) Zbl 0717.93066 Acta Appl. Math. 20, No. 3, 285-307 (1990). MSC: 93E20 62G05 90C40 93E10 PDFBibTeX XMLCite \textit{O. Hernández-Lerma} and \textit{R. Cavazos-Cadena}, Acta Appl. Math. 20, No. 3, 285--307 (1990; Zbl 0717.93066) Full Text: DOI
Diebolt, Jean Testing the functions defining a nonlinear autoregressive time series. (English) Zbl 0704.62083 Stochastic Processes Appl. 36, No. 1, 85-106 (1990). Reviewer: J.Anděl MSC: 62M10 62G10 60F17 PDFBibTeX XMLCite \textit{J. Diebolt}, Stochastic Processes Appl. 36, No. 1, 85--106 (1990; Zbl 0704.62083) Full Text: DOI