Cover Image

The Markov approximation of the periodic multivariate Poisson autoregression

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Khabou, Mahmoud, Cohen, Edward A. K., Veraart, Almut E. D.
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
by: Benth, Fred Espen, et al.
Published: (2024)

Learning with Expected Signatures: Theory and Applications
by: Lucchese, Lorenzo, et al.
Published: (2025)

Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
by: Meitz, Mika, et al.
Published: (2022)

Poisson approximation for stochastic processes summed over amenable groups
by: Ye, Haoyu, et al.
Published: (2024)

Functional approximation of the marked Hawkes risk process
by: Coutin, Laure, et al.
Published: (2024)

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels
by: Khabou, Mahmoud, et al.
Published: (2025)

A calculus for Markov chain Monte Carlo: studying approximations in algorithms
by: Caprio, Rocco, et al.
Published: (2023)

Errors due to departure from independence in multivariate Weibull distributions
by: Bhattacharjee, Subarna, et al.
Published: (2024)

Gaussian Approximation and Moderate Deviations of Poisson Shot Noises with Application to Compound Generalized Hawkes Processes
by: Khabou, Mahmoud, et al.
Published: (2024)

Stein's method, smoothing and functional approximation
by: Barbour, A. D., et al.
Published: (2021)

Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
by: Pérez, Ana, et al.
Published: (2025)

Normal approximation for the posterior in exponential families
by: Fischer, Adrian, et al.
Published: (2022)

Concatenation of Markov processes
by: Holl, Sascha
Published: (2024)

Berry-Esseen bounds for multivariate martingale difference sequences in the Kolmogorov distance
by: Wu, Weichen, et al.
Published: (2026)

A change-point problem for $m$-dependent multivariate random field
by: Makogin, Vitalii, et al.
Published: (2024)

On the Maximum and Minimum of a Multivariate Poisson Distribution
by: Liu, Zheng, et al.
Published: (2024)

On the Kantorovich contraction of Markov semigroups
by: Del Moral, Pierre, et al.
Published: (2025)

Renewal Processes Represented as Doubly Stochastic Poisson Processes
by: Du, Xinlong, et al.
Published: (2024)

Foundations of locally-balanced Markov processes
by: Livingstone, Samuel, et al.
Published: (2025)

Markov processes on a circular lattice
by: Majumdar, Sourav
Published: (2026)

Hoeffding's inequality for continuous-time Markov chains
by: Liu, Jinpeng, et al.
Published: (2024)

Graph Disjointness with Applications to Reversible Markov Chains
by: Xiang, Yang, et al.
Published: (2026)

Conditioning continuous-time Markov processes by guiding
by: Corstanje, Marc, et al.
Published: (2021)

Non-asymptotic Analysis of Poisson randomized midpoint Langevin Monte Carlo
by: Shen, Tian, et al.
Published: (2025)

Weak approximation of Schrödinger-Föllmer diffusion
by: Endo, Koya, et al.
Published: (2024)

On Limiting Probability Distributions of Higher Order Markov Chains
by: Han, Lixing, et al.
Published: (2025)

Implications of weak convergence rates of Markov transition kernels
by: Brown, Austin
Published: (2026)

Randomstrasse101: Open Problems of 2024
by: Bandeira, Afonso S., et al.
Published: (2025)

Mixing properties of some Markov chains models in random environments
by: Lovas, Attila, et al.
Published: (2025)

Optimistic Estimation of Convergence in Markov Chains with the Average-Mixing Time
by: Wolfer, Geoffrey, et al.
Published: (2024)

Nonasymptotic and distribution-uniform Komlós-Major-Tusnády approximation
by: Waudby-Smith, Ian, et al.
Published: (2025)

The saddlepoint approximation for averages of conditionally independent random variables
by: Niu, Ziang, et al.
Published: (2024)

Teachable normal approximations to binomial and related probabilities or confidence bounds
by: Mattner, Lutz
Published: (2025)

Exact inference via quasi-conjugacy in two-parameter Poisson-Dirichlet hidden Markov models
by: Pria, Marco Dalla, et al.
Published: (2025)

Mad Props: Parallelism in Markov Chain Monte Carlo Through the Lens of the Infinite Proposal Limit
by: Glatt-Holtz, Nathan E., et al.
Published: (2026)

Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
by: Jirak, Moritz, et al.
Published: (2022)

Gaussian universality for approximately polynomial functions of high-dimensional data
by: Huang, Kevin Han, et al.
Published: (2024)

On the lumpability of tree-valued Markov chains
by: Alves, Rodrigo B., et al.
Published: (2024)

An explicit link between graphical models and Gaussian Markov random fields on metric graphs
by: Bolin, David, et al.
Published: (2025)

Matrix Moment and Concentration Inequalities for Martingales and Ergodic Markov Chains with Applications in Statistical Learning
by: Peng, Yang, et al.
Published: (2025)