Ergodicity and mixing bounds for the Fisher-Snedecor diffusion
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Publication:2435244
DOI10.3150/12-BEJ453zbMath1296.60215arXiv1312.4674MaRDI QIDQ2435244
Nikolai N. Leonenko, Alexei M. Kulik
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.4674
law of large numbers; convergence rate; central limit theorem; \(\beta\)-mixing coefficient; Fisher-Snedecor diffusion
60F05: Central limit and other weak theorems
62M05: Markov processes: estimation; hidden Markov models
60J60: Diffusion processes
60F17: Functional limit theorems; invariance principles
Related Items
Hypothesis testing for Fisher-Snedecor diffusion, Time-non-local Pearson diffusions, Parameter estimation for non-stationary Fisher-Snedecor diffusion, Diffusion approximation of systems with weakly ergodic Markov perturbations. II
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