Cover Image

A Robbins-Monro algorithm for non-parametric estimation of NAR process with Markov-Switching: asymptotic normality

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Fermin, Lisandro, Rios, Ricardo, Rodríguez, Luis-Ángel
Format:	Preprint
Published:	2026
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Proximal Robbins-Monro Method
by: Toulis, Panos, et al.
Published: (2015)

An Iterative Bayesian Robbins--Monro Sequence
by: Liu, Siwei, et al.
Published: (2025)

The Root Finding Problem Revisited: Beyond the Robbins-Monro procedure
by: Yu, Yue, et al.
Published: (2025)

Modeling Maximum drawdown Records with Piecewise Deterministic Markov Processe in Capital Markets
by: Rubilar-Torrealba, Rolando, et al.
Published: (2025)

Expert-elicitation method for non-parametric joint priors using normalizing flows
by: Bockting, Florence, et al.
Published: (2024)

Bayesian non-parametric survival estimation: stochastic hyperparameter sequences and distribution splicing
by: Bladt, Martin, et al.
Published: (2025)

A Robbins--Monro Sequence That Can Exploit Prior Information For Faster Convergence
by: Liu, Siwei, et al.
Published: (2024)

MSTest: An R-Package for Testing Markov Switching Models
by: Rodriguez-Rondon, Gabriel, et al.
Published: (2024)

A non-parametric optimal design algorithm for population pharmacokinetics
by: Hovd, Markus, et al.
Published: (2025)

Markov Switching Multiple-equation Tensor Regressions
by: Casarin, Roberto, et al.
Published: (2024)

Semi-parametric Markov models for multi-type point patterns
by: Jensen, Ib Thorsgaard, et al.
Published: (2025)

Comparing Homogeneous And Inhomogeneous Time Markov Chains For Modelling Degradation In Sewer Pipe Networks
by: Jimenez-Roa, Lisandro A., et al.
Published: (2024)

Locally parametric nonparametric density estimation
by: Hjort, Nils Lid, et al.
Published: (2026)

Nonparametric density estimation with a parametric start
by: Hjort, Nils Lid, et al.
Published: (2026)

A non-parametric estimator for Archimedean copulas under flexible censoring scenarios and an application to claims reserving
by: Michaelides, Marie, et al.
Published: (2024)

Non-parametric estimation of transition intensities in interval censored Markov multi-state models without loops
by: Gomon, Daniel, et al.
Published: (2024)

A non-parametric approach for estimating the correlation between log-rank test statistics with applications to a conjunctive power calculation
by: Soerensen, Anne Lyngholm, et al.
Published: (2026)

Bayesian Markov-Switching Partial Reduced-Rank Regression
by: Pintado, Maria F., et al.
Published: (2025)

Distribution-uniform anytime-valid sequential inference and the Robbins-Siegmund distributions
by: Waudby-Smith, Ian, et al.
Published: (2023)

The Poisson tensor completion parametric estimator
by: Dunlavy, Daniel M., et al.
Published: (2025)

Non-Homogeneous Markov-Switching Generalized Additive Models for Location, Scale, and Shape
by: Ammann, Katharina, et al.
Published: (2026)

On parameter estimation for the truncated skew-normal distribution
by: Seo, Kwangok, et al.
Published: (2026)

On cross-validated estimation of skew normal model
by: Zhang, Jian, et al.
Published: (2024)

Robust non-parametric mortality and fertility modelling and forecasting: Gaussian process regression approaches
by: Lam, Ka Kin, et al.
Published: (2021)

Non-parametric estimators of scaled cash flows
by: Bathke, T., et al.
Published: (2024)

A new non-parametric Kendall's tau for matrix-valued elliptical observations
by: He, Yong, et al.
Published: (2022)

Identifiable Markov Switching Models with Instantaneous Effects and Exponential Families
by: Hulsman, Roel, et al.
Published: (2026)

Instrumental variables: A non-asymptotic viewpoint
by: Xia, Eric, et al.
Published: (2024)

Modelling non-stationarity in asymptotically independent extremes
by: Murphy-Barltrop, C. J. R., et al.
Published: (2022)

Clustering-based spatial interpolation of parametric post-processing models
by: Baran, Sándor, et al.
Published: (2024)

A geometric approach in non-parametric Changepoint detection in circular data
by: Biswas, Surojit, et al.
Published: (2024)

Multivariate moment least-squares estimators for reversible Markov chains
by: Song, Hyebin, et al.
Published: (2023)

Semiparametric estimation for multivariate Hawkes processes using dependent Dirichlet processes: An application to order flow data in financial markets
by: Jiang, Alex Ziyu, et al.
Published: (2025)

Density regression via Dirichlet process mixtures of normal structured additive regression models
by: Rodríguez-Álvarez, María Xosé, et al.
Published: (2024)

New iterative algorithms for estimation of item functioning
by: Hladká, Adéla, et al.
Published: (2023)

Non-asymptotic two-sample kernel testing with the spectrally truncated normalized MMD
by: Lacroix, Perrine, et al.
Published: (2026)

A mixture transition distribution modeling for higher-order circular Markov processes
by: Ogata, Hiroaki, et al.
Published: (2023)

Estimating lengths-of-stay of hospitalised COVID-19 patients using a non-parametric model: a case study in Galicia (Spain)
by: López-Cheda, Ana, et al.
Published: (2024)

Modeling continuous monitoring glucose curves by Beta generalized non-parametric models
by: Acar-Denizli, Nihan, et al.
Published: (2025)

Flexible unimodal density estimation in hidden Markov models
by: Koslik, Jan-Ole, et al.
Published: (2025)