Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"Geometric ergodicity"”.
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Solidarity and ergodic properties of semi-Markov transition probabilities
… In the second chapter the solidarity nature of geometric ergodicity within an irreducible class is examined, and necessary and sufficient conditions are derived for geometric ergodicity in the particular case of a process with a finite state space. In chapter three it is shown that the Laplace …
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Solidarity and ergodic properties of semi-Markov transition probabilities
… In the second chapter the solidarity nature of geometric ergodicity within an irreducible class is examined, and necessary and sufficient conditions are derived for geometric ergodicity in the particular case of a process with a finite state space. In chapter three it is shown that the Laplace …
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Three essays on econometrics
… correct numerical standard errors is geometric ergodicity of the MCMC chain. It is also shown that geometric ergodicity is satisfied under Metropolis Hastings chains with quasi-posterior for the whole class of extremum estimators. The third chapter considers fixed effects estimation …
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Uniform positive recurrence and long term behavior of Markov decision processes, with applications in sensor scheduling
… without blanket stability, requiring only geometric ergodicity under the optimal policy. These results form the theoretical basis to apply the value iteration to classes of problems previously unavailable. We then consider a discrete-time linear system with Gaussian white noise and …
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Semiparametric Bayesian Approach using Weighted Dirichlet Process Mixture For Finance Statistical Models
… find the conditions which can ensure the uniform geometric ergodicity of transition kernel in our MCMC. Due to the existence of zero values in asset price data, our SV model is semiparametric since we employ WDPM prior for non-zero values and parametric prior for zero values. On the third project, …