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

28 January 2020

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

5 / 5 papers shown

Title
Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process A. Gloter Nakahiro Yoshida 38 0 0 23 Feb 2024
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes Chiara Amorino A. Gloter 63 7 0 06 Oct 2021
Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations Niklas Dexheimer Claudia Strauch 74 3 0 27 Sep 2021
Optimal convergence rates for the invariant density estimation of jump-diffusion processes Chiara Amorino Eulalia Nualart 59 8 0 21 Jan 2021
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes Chiara Amorino 45 8 0 24 Nov 2020