On exponential bounds for mixing and the rate of convergence for Student processes

DOI10.1090/S0094-9000-2010-00805-2zbMath1224.60127MaRDI QIDQ5391419

Nioulfar Abourashchi, Alexander Yu. Veretennikov

Publication date: 6 April 2011

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

heavy tailsexponential mixingStudent diffusion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Mean square exponential stability of stochastic function differential equations in the G-framework ⋮ Ergodicity and mixing bounds for the Fisher-Snedecor diffusion ⋮ Parameter estimation for non-stationary Fisher-Snedecor diffusion ⋮ Student'stVector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances ⋮ A copula-based approximation to Markov chains

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