Add to ORKGIn this paper we consider the drift estimation problem for a general differential equation driven by an additive multidimensional fractional Brownian motion, under ergodic assumptions on the drift coefficient. Our estimation procedure is based on the identification of the invariant measure, and we provide consistency results as well as some information about the convergence rate. We also give some examples of coefficients for which the identifiability assumption for the invariant measure is satisfied
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
Dans cette thèse, nous nous intéressons à trois problèmes en lien avec l'ergodicité de dynamiques al...
International audienceIn this paper we consider the drift estimation problem for a general different...
International audienceIn this paper we consider the drift estimation problem for a general different...
In this chapter, we consider a problem of statistical estimation of an unknown drift parameter for a...
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic diff...
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic diff...
<div class="page" title="Page 1"><div class="layoutArea"><div class="column"><p><span>We study a pro...
We investigate the asymptotic properties of instrumental variable estimators of the drift parameter ...
International audienceThis paper deals with the consistency and a rate of convergence for a Nadaraya...
We investigate the asymptotic properties of the maximum likelihood estimator and Bayes estimator of ...
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic diff...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
Dans cette thèse, nous nous intéressons à trois problèmes en lien avec l'ergodicité de dynamiques al...
International audienceIn this paper we consider the drift estimation problem for a general different...
International audienceIn this paper we consider the drift estimation problem for a general different...
In this chapter, we consider a problem of statistical estimation of an unknown drift parameter for a...
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic diff...
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic diff...
<div class="page" title="Page 1"><div class="layoutArea"><div class="column"><p><span>We study a pro...
We investigate the asymptotic properties of instrumental variable estimators of the drift parameter ...
International audienceThis paper deals with the consistency and a rate of convergence for a Nadaraya...
We investigate the asymptotic properties of the maximum likelihood estimator and Bayes estimator of ...
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic diff...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
Dans cette thèse, nous nous intéressons à trois problèmes en lien avec l'ergodicité de dynamiques al...