72 citations · 94 across the 11 of their papers we have counts for
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math.ST2024
Estimating the Mixing Coefficients of Geometrically Ergodic Markov Processes
Steffen Grünewälder, Azadeh Khaleghi
We propose methods to estimate the individual -mixing coefficients of a real-valued geometrically ergodic Markov process from a single sample-path . Under st…
math.ST2021★ 4 cited
Inferring the mixing properties of an ergodic process
Azadeh Khaleghi, Gábor Lugosi
We propose strongly consistent estimators of the norm of the sequence of -mixing (respectively -mixing) coefficients of a stationary ergodic process. We further prov…
math.ST2017★ 8 cited
Approximations of the Restless Bandit Problem
Steffen Grunewalder, Azadeh Khaleghi
The multi-armed restless bandit problem is studied in the case where the pay-off distributions are stationary -mixing. This version of the problem provides a more realistic mode…