Limit distributions of some integral functionals for null-recurrent diffusions.

DOI10.1016/S0304-4149(00)00067-3zbMATH Open1047.60078OpenAlexW1984368032MaRDI QIDQ1879519FDOQ1879519

Authors: R. Z. Khas'minskiĭ 

Publication date: 22 September 2004

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00067-3

Recommendations

• Arcsine law and one generalization
• Limit theorems for null recurrent Markov processes
• scientific article; zbMATH DE number 878348
• Penalizing null recurrent diffusions
• Limiting distribution of the maximum of a null recurrent diffusion process

zbMATH Keywords

generalized arc-sine lawnull-recurrent diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• An Occupation Time Theorem for A Class of Stochastic Processes
• Title not available (Why is that?)
• Arcsine law and one generalization
• Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions

Cited In (10)

• Title not available (Why is that?)
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
• Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions
• Penalizing null recurrent diffusions
• Arcsine law and one generalization
• LAMN in a class of parametric models for null recurrent diffusions
• Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
• A CLT for a class of stochastic integrals with application in statistics
• Title not available (Why is that?)
• Limiting distribution of the maximum of a null recurrent diffusion process

This page was built for publication: Limit distributions of some integral functionals for null-recurrent diffusions.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1879519)