作成者 |
|
本文言語 |
|
出版者 |
|
|
発行日 |
|
収録物名 |
|
巻 |
|
開始ページ |
|
終了ページ |
|
出版タイプ |
|
アクセス権 |
|
Crossref DOI |
|
関連DOI |
|
|
関連URI |
|
|
関連情報 |
|
|
概要 |
We give sets of fairly easy conditions under which a multidimensional diffusion with compound-Poisson jumps possesses several global-stability properties: (exponential) ergodicity, (exponential) β-mix...ing property, and also boundedness of moments. These are important to statistical inference under long-time asymptotics. The proof in this article is based on Masuda (2007), but we here demonstrate an explicit construction of a “T-chain kernel”, which enables us to deal with a broad class of finite-jump parts under smoothness of the coefficients plus pointwise nondegeneracy of the diffusion-coefficient matrix.続きを見る
|