Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (Q2634903): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Closed-form likelihood expansions for multivariate diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact adaptive pointwise estimation on Sobolev classes of densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for additive functionals of ergodic Markov diffusions processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp adaptive estimation of the drift function for ergodic diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transportation-information inequalities for Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5332526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp adaptive estimation of linear functionals. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact constants for pointwise adaptive estimation under the Riesz transform / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5203525 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chernoff and Berry–Esséen inequalities for Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4522401 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global properties of invariant measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Estimation of a Probability Density Function and Mode / rank
 
Normal rank
Property / cites work
 
Property / cites work: A representation formula for transition probability densities of diffusions and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive drift estimation for nonparametric diffusion model. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3862204 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4944751 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank

Latest revision as of 10:11, 11 July 2024

scientific article
Language Label Description Also known as
English
Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions
scientific article

    Statements

    Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (English)
    0 references
    0 references
    10 February 2016
    0 references
    ergodic diffusion
    0 references
    minimax drift estimation
    0 references
    exact constants in nonparametric smoothing
    0 references
    sharp adaptivity
    0 references
    pointwise risk
    0 references

    Identifiers