Ergodicity and mixing bounds for the Fisher-Snedecor diffusion
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Publication:2435244
DOI10.3150/12-BEJ453zbMath1296.60215arXiv1312.4674OpenAlexW2120600095MaRDI 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 numbersconvergence ratecentral limit theorem\(\beta\)-mixing coefficientFisher-Snedecor diffusion
Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)
Related Items (4)
Diffusion approximation of systems with weakly ergodic Markov perturbations. II ⋮ Hypothesis testing for Fisher-Snedecor diffusion ⋮ Parameter estimation for non-stationary Fisher-Snedecor diffusion ⋮ Time-non-local Pearson diffusions
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