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A remark on stopping times associated with continuous-time ergodic Markov chains and an application to statistical inference in birth-and-death processes
Höpfner, Reinhard, (1987)
Null recurrent birth-and-death processes, limits of certain martingales, and local asymptotic mixed normality
Höpfner, Reinhard, (1990)
Asymptotic inference for Markov step processes: Observation up to a random time
Höpfner, Reinhard, (1993)