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

Author:

Löcherbach Eva,Loukianova Dasha

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Cited by 22 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Strong invariance principles for ergodic Markov processes;Electronic Journal of Statistics;2024-01-01

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3. A CLT for a class of stochastic integrals with application in statistics;Latin American Journal of Probability and Mathematical Statistics;2021

4. Stability for Hawkes processes with inhibition;Electronic Communications in Probability;2020-01-01

5. Total variation distance between stochastic polynomials and invariance principles;The Annals of Probability;2019-11-01

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