Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations

DOI10.1214/21-AIHP1237zbMath1498.60325arXiv2001.10423MaRDI QIDQ2083863

Arnaud Gloter, Nakahiro Yoshida, Sylvain Delattre

Publication date: 11 October 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/2001.10423

zbMATH Keywords

minimax lower boundstationary measurenon-parametric estimationhypo-elliptic diffusion

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Diffusion processes (60J60)

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