Institut für Mathematik | AG Stochastik | Statistik stochastischer Prozesse


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)
PDF

R. Höpfner and Yu. Kutoyants, On a problem of statistical inference in null recurrent diffusions.
Statist. Inference Stoch. Process. 6(1), 25-42 (2003)
PDF

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


Institut für Mathematik | AG Stochastik | Statistik stochastischer Prozesse

Last Update: Sep. 21, 2018
E-mail: gruen@mathematik.uni-mainz.de