12 citations · 24 across the 6 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2013★ 12 cited
Ergodicity and mixing bounds for the Fisher-Snedecor diffusion
A. M. Kulik, N. N. Leonenko
We consider the Fisher-Snedecor diffusion; that is, the Kolmogorov-Pearson diffusion with the Fisher-Snedecor invariant distribution. In the nonstationary setting, we give explicit…
math.ST2013★ 1 cited
Estimation of harmonic component in regression with cyclically dependent errors
A. V. Ivanov, N. N. Leonenko, M. D. Ruiz-Medina +1
This paper deals with the estimation of hidden periodicities in a non-linear regression model with stationary noise displaying cyclical dependence. Consistency and asymptotic norma…