Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Adaptive nonparametric estimation in the presence of dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3886625 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pointwise adaptive estimation of the marginal density of a weakly dependent process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Basic properties of strong mixing conditions. A survey and some open questions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5495115 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalized nonparametric mean square estimation of the coefficients of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric adaptive estimation for integrated diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Super optimal rates for nonparametric density estimation via projection estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive density estimation under weak dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic volatility models as hidden Markov models and statistical applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter Estimation for a Discretely Observed Integrated Diffusion Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear estimation in anisotropic multi-index denoising / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concentration around the mean for maxima of empirical processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit parametrix and local limit theorems for some degenerate diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimator selection: a new method with applications to kernel density estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal model selection for density estimation of stationary data under various mixing condi\-tions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal model selection in density estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter Estimation for Partially Observed Hypoelliptic Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995330 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A contrast estimator for completely or partially observed hypoelliptic diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalized nonparametric drift estimation for a multidimensional diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the derivatives of the stationary density for stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to nonparametric estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for absolutely regular sequences: application to density estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Limit Theorems for Random Functions. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. / rank
 
Normal rank

Latest revision as of 12:24, 14 July 2024

scientific article
Language Label Description Also known as
English
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
scientific article

    Statements

    Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (English)
    0 references
    0 references
    0 references
    0 references
    10 October 2017
    0 references
    adaptive bandwidth selection
    0 references
    hypoelliptic diffusion
    0 references
    kernel density estimation
    0 references
    partial observations
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references