On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions

DOI10.1016/j.spa.2007.09.003zbMath1202.60122OpenAlexW1977511936WikidataQ105583748 ScholiaQ105583748MaRDI QIDQ936393

Dasha Loukianova, Eva Löcherbach

Publication date: 13 August 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2007.09.003

zbMATH Keywords

Nadaraya-Watson estimatordiffusion processadditive functionalsspecial functionsresolventscontinuous time Markov processesHarris recurrenceChacon-Ornstein theoremNummelin splitting

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35) Nonparametric inference (62G99)

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