Non parametric estimation for random walks in random environment

DOI10.1016/j.spa.2017.04.011OpenAlexW2964352015MaRDI QIDQ1683811

Roland Diel, Matthieu Lerasle

Publication date: 1 December 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.03848

zbMATH Keywords

adaptive estimationrandom walk in random environmentoracle inequalitiesnon-parametric estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Processes in random environments (60K37) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

Some recent advances in random walks and random environments ⋮ Density estimation for RWRE ⋮ Detecting periodicity from the trajectory of a random walk in random environment ⋮ The heavy range of randomly biased walks on trees

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