A remark on stopping times associated with continuous-time ergodic Markov chains and an application to statistical inference in birth-and-death processes

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)

Estimating discontinuous periodic signals in a time inhomogeneous diffusion

Höpfner, Reinhard, (2010)