scientific article; zbMATH DE number 4020137

MaRDI QIDQ3763343zbMATH OpenFDO

Authors Abderrahmen Touati

Publication date 1987

zbMATH Keywords

additive functionalsrecurrent in Harris senseresolventweak ergodic hypothesis

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55)

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Cited in

(17)

• Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
• Uniform limit theorems for Harris recurrent Markov chains
• Local asymptotic normality and mixed normality for Markov statistical models
• Nonparametric estimation of jump diffusion models
• A Brownian particle in a microscopic periodic potential
• Limit theorems for monotone Markov processes
• On non-parametric estimation of the Lévy kernel of Markov processes
• Strong approximations of additive functionals of a planar Brownian motion.
• scientific article; zbMATH DE number 3951684 (Why is no real title available?)
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• Limit theorems for null recurrent Markov processes
• Estimation of volatility functions in jump diffusions using truncated bipower increments
• On the range of recurrent Markov chains
• Recent Results on Recurrent Solutions and Limit Distributions of SDEs
• Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions

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