Pages that link to "Item:Q936393"

The following pages link to On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions (Q936393):

Displaying 17 items.

• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
• Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
• Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
• Stability for Hawkes processes with inhibition (Q2183136) (← links)
• Total variation distance between stochastic polynomials and invariance principles (Q2189458) (← links)
• A Brownian particle in a microscopic periodic potential (Q2251633) (← links)
• The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes (Q2389232) (← links)
• Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space (Q2428526) (← links)
• On non-parametric estimation of the Lévy kernel of Markov processes (Q2447727) (← links)
• Nonparametric inference for fractional diffusion (Q2448715) (← links)
• NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
• ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
• Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959) (← links)
• (Q5009794) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
• Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels (Q5881047) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)