scientific article; zbMATH DE number 5666868

MaRDI QIDQ3400660zbMATH OpenFDO

Authors Nioulfar Abourashchi, A. Yu. Veretennikov

Publication date 5 February 2010

zbMATH Keywords

exponential mixingMarkov diffusionpolynomial tails

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cited in

(3)

• Statistical inference for reciprocal gamma diffusion process
• Parameter estimation for non-stationary Fisher-Snedecor diffusion
• Ergodicity and mixing bounds for the Fisher-Snedecor diffusion

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