Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes

Sean Meyn, Richard L. Tweedie · Advances in Applied Probability · 1993 · 991 citations

Engineering, Mathematics, Dynamical Systems +16

Stability of Markovian processes II: continuous-time processes and sampled chains

Sean Meyn, Richard L. Tweedie · Advances in Applied Probability · 1993 · 425 citations

Engineering, Mathematics, Probability Theory +16

Estimation of an Ergodic Diffusion from Discrete Observations

Mathieu Kessler · Scandinavian Journal of Statistics · 1997 · 382 citations

Engineering, Mathematics, Dynamical Systems +16

Stability of Markovian processes I: criteria for discrete-time Chains

Sean Meyn, Richard L. Tweedie · Advances in Applied Probability · 1992 · 283 citations

Engineering, Mathematics, Discrete Mathematics +16

Estimation for diffusion processes from discrete observation

Nakahiro Yoshida · Journal of Multivariate Analysis · 1992 · 271 citations

Engineering, Business Economics, Bayesian Data Analysis +13