Abstract. This paper contributes to the development of empirical process theory for ergodic diffusions. We prove an entropy-type maximal inequality for the increments of the empirical process of an ergodic diffusion. The inequality is used to study the rate of convergence of M-estimators
textabstractFor ergodic diffusion processes, we study kernel-type estimators for the invariant densi...
In this paper, we study the generalization bound for an empirical process of samples in-dependently ...
We consider the problem of the estimation of the invariant distribution function of an ergodic diffu...
Abstract. This paper contributes to the development of empirical process theory for ergodic diffusio...
We present a review of several results concerning invariant density estimation by observations of er...
We investigate the uniform convergence of the density of the empirical measure of an ergodic diffusi...
textabstractFor ergodic diffusions, we consider kernel-type estimators for the invariant density, it...
We present a review of several results concerning invariant density estimation by observations of er...
This thesis is directed towards a twofold aim concerning a statistical problem and its probabilistic...
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the c...
Certain aspects of maximum likelihood estimation for ergodic diffusions are studied via recently dev...
The problem of nonparametric invariant density function estimation of an ergodic diffusion process i...
For ergodic diffusion processes, we study kernel-type estimators for the invariant density, its deri...
We consider the deviation function in the ergodic theorem for an ergodic diffusion process (yt) wher...
textabstractWe prove a theorem on the uniform convergence of the local time of an ergodic diffusion....
textabstractFor ergodic diffusion processes, we study kernel-type estimators for the invariant densi...
In this paper, we study the generalization bound for an empirical process of samples in-dependently ...
We consider the problem of the estimation of the invariant distribution function of an ergodic diffu...
Abstract. This paper contributes to the development of empirical process theory for ergodic diffusio...
We present a review of several results concerning invariant density estimation by observations of er...
We investigate the uniform convergence of the density of the empirical measure of an ergodic diffusi...
textabstractFor ergodic diffusions, we consider kernel-type estimators for the invariant density, it...
We present a review of several results concerning invariant density estimation by observations of er...
This thesis is directed towards a twofold aim concerning a statistical problem and its probabilistic...
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the c...
Certain aspects of maximum likelihood estimation for ergodic diffusions are studied via recently dev...
The problem of nonparametric invariant density function estimation of an ergodic diffusion process i...
For ergodic diffusion processes, we study kernel-type estimators for the invariant density, its deri...
We consider the deviation function in the ergodic theorem for an ergodic diffusion process (yt) wher...
textabstractWe prove a theorem on the uniform convergence of the local time of an ergodic diffusion....
textabstractFor ergodic diffusion processes, we study kernel-type estimators for the invariant densi...
In this paper, we study the generalization bound for an empirical process of samples in-dependently ...
We consider the problem of the estimation of the invariant distribution function of an ergodic diffu...
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