Add to ORKGWe present a review of several results concerning invariant density estimation by observations of ergodic diffusion process and some related problems. In every problem we propose a lower minimax bound on the risks of all estimators and then we construct an asymptotically efficient estimator
textabstractFor ergodic diffusions, we consider kernel-type estimators for the invariant density, it...
International audienceIn this paper, we study the non-parametric estimation of the invariant density...
International audienceWe give an explicit error bound between the invariant density of an elliptic r...
We present a review of several results concerning invariant density estimation by observations of er...
We present a review of several results concerning invariant density estimation by observations of er...
Presentem una revisi¿o d'alguns resultats sobre estimaci¿o invariant de densitats per observacions d...
The problem of nonparametric invariant density function estimation of an ergodic diffusion process i...
In this article, general estimating functions for ergodic diffusions sampled at high frequency with ...
Abstract. The problems of nonparametric estimation of the de-rivative of the invariant density funct...
This thesis is directed towards a twofold aim concerning a statistical problem and its probabilistic...
In this work we present some results on the optimality of the empirical distribution function as est...
We consider the problem of the estimation of the invariant distribution function of an ergodic diffu...
Two classes of unbiased estimators of the density function of ergodic distribution for the diffusion...
We consider drift estimation problems for high dimension ergodic diffusion processes in nonparametri...
We study the problem of the nonparametric estimation for the density $\pi$ of the stationary distrib...
textabstractFor ergodic diffusions, we consider kernel-type estimators for the invariant density, it...
International audienceIn this paper, we study the non-parametric estimation of the invariant density...
International audienceWe give an explicit error bound between the invariant density of an elliptic r...
We present a review of several results concerning invariant density estimation by observations of er...
We present a review of several results concerning invariant density estimation by observations of er...
Presentem una revisi¿o d'alguns resultats sobre estimaci¿o invariant de densitats per observacions d...
The problem of nonparametric invariant density function estimation of an ergodic diffusion process i...
In this article, general estimating functions for ergodic diffusions sampled at high frequency with ...
Abstract. The problems of nonparametric estimation of the de-rivative of the invariant density funct...
This thesis is directed towards a twofold aim concerning a statistical problem and its probabilistic...
In this work we present some results on the optimality of the empirical distribution function as est...
We consider the problem of the estimation of the invariant distribution function of an ergodic diffu...
Two classes of unbiased estimators of the density function of ergodic distribution for the diffusion...
We consider drift estimation problems for high dimension ergodic diffusion processes in nonparametri...
We study the problem of the nonparametric estimation for the density $\pi$ of the stationary distrib...
textabstractFor ergodic diffusions, we consider kernel-type estimators for the invariant density, it...
International audienceIn this paper, we study the non-parametric estimation of the invariant density...
International audienceWe give an explicit error bound between the invariant density of an elliptic r...