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math.ST2017
LAMN in a class of parametric models for null recurrent diffusion
Reinhard Höpfner, Carina Zeller
We study statistical models for one-dimensional diffusions which are recurrent null. A first parameter in the drift is the principal one, and determines regular varying rates of co…
math.ST2011★ 2 cited
On frequency estimation of periodic ergodic diffusion process
Reinhard Höpfner, Yury A Kutoyants
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one correspond…