Reinhard Hoepfner

most citedOn some ergodicity properties for time inhomogeneous Markov processes with

T

-periodic semigroup

4 citations · 6 across the 6 of their papers we have counts for

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math.ST2010

Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion

Reinhard Hoepfner, Yury Kutoyants

We consider a diffusion $(ξ_{t})_{t \geq 0}$ whose drift contains some deterministic periodic signal. Its shape being fixed and known, up to scaling in time, the periodicity of the sig…

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…