Pages that link to "Item:Q4799698"

The following pages link to Limit theorems for null recurrent Markov processes (Q4799698):

Displaying 32 items.

• Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
• Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006) (← links)
• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
• Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
• Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
• Laws of the iterated logarithm for a class of iterated processes (Q840786) (← links)
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions (Q936393) (← links)
• LAMN in a class of parametric models for null recurrent diffusions (Q1656853) (← links)
• Non-parametric estimation of the spiking rate in systems of interacting neurons (Q1744222) (← links)
• Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
• Limit distributions of some integral functionals for null-recurrent diffusions. (Q1879519) (← links)
• Nonparametric estimation of jump diffusion models (Q2024442) (← links)
• Limit theorems for local times and applications to SDEs with jumps (Q2080267) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• A Brownian particle in a microscopic periodic potential (Q2251633) (← links)
• The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes (Q2389232) (← links)
• Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space (Q2428526) (← links)
• On non-parametric estimation of the Lévy kernel of Markov processes (Q2447727) (← links)
• Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
• Limit theorems for some continuous-time random walks (Q3173005) (← links)
• On Some Ergodic Impulse Control Problems with Constraint (Q3177157) (← links)
• (Q3763343) (← links)
• NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
• ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
• Limit theorems for discrete-time markov chains on the nonnegative integers conditioned on recurrence to zero (Q4870726) (← links)
• (Q5009794) (← links)
• ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
• (Q5753313) (← links)
• Two consistent estimators for the skew Brownian motion (Q5881039) (← links)
• Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)
• Propagation of chaos and phase transition in a stochastic model for a social network (Q6649641) (← links)