Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527196 | Stochastic Processes and their Applications | 2014 | 30 Pages |
Abstract
The paper deals with non asymptotic computable bounds for the geometric convergence rate of homogeneous ergodic Markov processes. Some sufficient conditions are stated for simultaneous geometric ergodicity of Markov chain classes. This property is applied to nonparametric estimation in ergodic diffusion processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
L. Galtchouk, S. Pergamenshchikov,