Self-organized regime switching in null-recurrent dynamics

Johannes Brutsche, Sebastian Hahn, Angelika Rohde

Based on discrete observations $X_0,X_{\hat{I}}”,\dots ,X_{n\hat{I}”}$ for $\hat{I}”=n^{-{\hat{I}}^3}$ with ${\hat{I}}^3\in [0,1)$ of the null-recurrent dynamic $d{X}_t=\ddot{I}ƒ(X_t)d{W}_t$ with a Brownian motion $W$ and $σ(x…