Stability of overshoots of Markov additive processes
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Publication:6139684
DOI10.1214/23-aap1951zbMath1530.60066arXiv2102.03238OpenAlexW3126880441MaRDI QIDQ6139684
Publication date: 19 January 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.03238
Markov processes: estimation; hidden Markov models (62M05) Ergodicity, mixing, rates of mixing (37A25) Local time and additive functionals (60J55)
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