A central limit theorem for the asymmetric simple exclusion process
Fraydoun Rezakhanlou (2002)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Fraydoun Rezakhanlou (2002)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
D. Loukianova, O. Loukianov (2008)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Usually the problem of drift estimation for a diffusion process is considered under the hypothesis of ergodicity. It is less often considered under the hypothesis of null-recurrence, simply because there are fewer limit theorems and existing ones do not apply to the whole null-recurrent class. The aim of this paper is to provide some limit theorems for additive functionals and martingales of a general (ergodic or null) recurrent diffusion which would allow us to have a somewhat unified...
David Pollard (2002)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Lian Shen (2003)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Emmanuel Gobet (2002)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Mario Wschebor (2006)
Annales de la faculté des sciences de Toulouse Mathématiques
Similarity:
This is a review paper about some problems of statistical inference for one-parameter stochastic processes, mainly based upon the observation of a convolution of the path with a non-random kernel. Most of the results are known and presented without proofs. The tools are first and second order approximation theorems of the occupation measure of the path, by means of functionals defined on the smoothed paths. Various classes of stochastic processes are considered starting with the Wiener...