Concentration of scalar ergodic diffusions and some statistical implications
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Publication:2077347
DOI10.1214/20-AIHP1144zbMath1483.60111arXiv1807.11331OpenAlexW3207204159WikidataQ114060529 ScholiaQ114060529MaRDI QIDQ2077347
Cathrine Aeckerle-Willems, Claudia Strauch
Publication date: 25 February 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.11331
Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Local time and additive functionals (60J55)
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