Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss–Markov process
Kleptsyna, Marina, Le Breton, Alain, Ycart, BernardVolume:
87
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2013.12.023
Date:
April, 2014
File:
PDF, 354 KB
english, 2014