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05/24/2022
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
In this paper, we consider subgeometric ergodicity of univariate nonline...
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04/21/2021
Statistical inference for generative adversarial networks
This paper studies generative adversarial networks (GANs) from a statist...
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04/15/2019
Subgeometric ergodicity and β-mixing
It is well known that stationary geometrically ergodic Markov chains are...
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04/15/2019
Subgeometrically ergodic autoregressions
In this paper we discuss how the notion of subgeometric ergodicity in Ma...
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05/10/2018
A mixture autoregressive model based on Student's t-distribution
A new mixture autoregressive model based on Student's t-distribution is ...
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11/10/2017