Uniform concentration inequality for ergodic diffusion processes
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Cites work
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
- A new covariance inequality and applications.
- Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes
- Concentration inequalities using the entropy method
- Exponential inequalities and estimation of conditional probabilities
- New dependence coefficients. Examples and applications to statistics
- On large deviations for diffusion processes with measurable coefficients
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes
- Some applications of concentration inequalities to statistics
Cited in
(16)- Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
- Concentration for multidimensional diffusions and their boundary local times
- Concentration of scalar ergodic diffusions and some statistical implications
- Evolution of Gaussian Concentration Bounds under Diffusions
- Uniform concentration inequality for ergodic diffusion processes observed at discrete times
- Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
- On the uniform convergence of the empirical density of an ergodic diffusion
- scientific article; zbMATH DE number 2028768 (Why is no real title available?)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric
- A Hoeffding's inequality for uniformly ergodic diffusion process
- Geometric ergodicity of affine processes on cones
- Equilibrium diffusion on the cone of discrete Radon measures
- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
- Non-parametric estimation in a semimartingale regression model. I: Oracle inequalities
- Adaptive efficient analysis for big data ergodic diffusion models
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