Arbeitsgruppe Stochastik
- Institut für Mathematik -
Johannes Gutenberg-Universität Mainz |
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Null recurrent Markov processes
R. Höpfner and E. Löcherbach, Limit theorems for null recurrent
Markov processes.
Mem. Amer. Math. Soc. 161, no. 768, vi + 92 pp., (ISBN 0-8218-3231-X) (2003)
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R. Höpfner and Yu. Kutoyants,
On a problem of statistical inference in null recurrent diffusions.
Statist. Inference Stoch. Process. 6(1), 25-42 (2003)
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R. Höpfner and C. Zeller,
LAMN in a class of parametric models for null recurrent diffusions.
Statist. Inference Stoch. Proc., 21(2), 399-413 (2018)
arxiv