Non parametric estimation for random walks in random environment

DOI10.1016/j.spa.2017.04.011OpenAlexW2964352015MaRDI QIDQ1683811

Roland Diel, Matthieu Lerasle

Publication date: 1 December 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.03848

zbMATH Keywords

adaptive estimationrandom walk in random environmentoracle inequalitiesnon-parametric estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Processes in random environments (60K37) Approximations to statistical distributions (nonasymptotic) (62E17)

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