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2001.10423
Cited By

Rate of Estimation for the Stationary Distribution of Stochastic Damping
Hamiltonian Systems with Continuous Observations

Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations

Annales De L Institut Henri Poincare-probabilites Et Statistiques (Ann. IHP Probab. Stat.), 2020

28 January 2020

Nakahiro Yoshida

ArXiv (abs)PDF HTML

Papers citing "Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations"

5 / 5 papers shown

Quasi-likelihood analysis for adaptive estimation of a degenerate
diffusion process

Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process

Nakahiro Yoshida

191

0

0

23 Feb 2024

Minimax rate of estimation for invariant densities associated to
continuous stochastic differential equations over anisotropic Holder classes

Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes

375

8

0

06 Oct 2021

Estimating the characteristics of stochastic damping Hamiltonian systems
from continuous observations

Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observationsStochastic Processes and their Applications (SPA), 2021

Niklas Dexheimer

Claudia Strauch

330

3

0

27 Sep 2021

Optimal convergence rates for the invariant density estimation of
jump-diffusion processes

Optimal convergence rates for the invariant density estimation of jump-diffusion processes

Eulalia Nualart

274

10

0

21 Jan 2021

Rate of estimation for the stationary distribution of jump-processes
over anisotropic Holder classes

Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classesElectronic Journal of Statistics (EJS), 2020

334

8

0

24 Nov 2020

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