Recursive estimation for stochastic damping hamiltonian systems (Q3455255): Difference between revisions

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+Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
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+Dependent Lindeberg central limit theorem and some applications
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+Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
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+Explicit parametrix and local limit theorems for some degenerate diffusion processes
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+Asymptotic normality of recursive density estimates under some dependence assumptions
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+Recursive probability density estimation for weakly dependent stationary processes
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+Almost sure convergence of recursive density estimators for stationary mixing processes
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+Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
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+Strong consistency and rates for recursive probability density estimators of stationary processes
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+Remarks on some recursive estimators of a probability density
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+Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
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