Reinhard Hoepfner

most citedOn some ergodicity properties for time inhomogeneous Markov processes with

T

-periodic semigroup

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math.ST2010

On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion

Reinhard Hoepfner, Yury Kutoyants

We consider a diffusion $(ξ_{t})_{t \geq 0}$ whose drift involves a $T$ -periodic signal. $T$ is fixed and known, whereas the signal depends on an unknown $d$ -dimensional parameter $\va…