Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift |
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Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (English)
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12 January 2017
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adaptive confidence bands
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diffusion
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drift estimation
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ergodic Markov chain
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stationary density
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Lepski's method
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functional central limit theorem
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