17 citations · 42 across the 9 of their papers we have counts for
9 papers
Accuracy of discrete approximation for integral functionals of Markov processes
I. Ganychenko, V. Knopova, A. Kulik
The article is devoted to the estimation of the rate of convergence of integral functionals of a Markov process. Under the assumption that the given Markov process admits a transit…
Uniform LAN property of locally stable Lévy process observed at high frequency
Dmytro Ivanenko, Alexey M. Kulik, Hiroki Masuda
Suppose we have a high-frequency sample from the Lévy process of the form , where is a possibly asymmetric locally -stable Lévy process, and is a nuis…
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…
LAN property for families of distributions of solutions to Levy driven SDE's
Dmytro Ivanenko, Alexey Kulik
The LAN property is proved in the statistical model based on discrete-time observations of a solution to a Lévy driven SDE. The proof is based on a general sufficient condition for…
Asymptotic behaviour of the distribution density of the fractional Lévy motion
Victoria Knopova, Alexei Kulik
We investigate the distribution properties of the fractional Lévy motion. We consider separately the cases (short memory) and (long memory), where is the Hu…
Asymptotic and spectral properties of exponentially ϕ-ergodic Markov processes
Alexey M. Kulik
New relations between ergodic rate, L_p convergence rates, and asymptotic behavior of tail probabilities for hitting times of a time homogeneous Markov process are established. For…