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20172020
most citedA general drift estimation procedure for stochastic differential equations with additive fractional noise

16 citations · 16 across the 3 of their papers we have counts for

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math.PR2020

Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion

Karine Bertin, Nicolas Klutchnikoff, Fabien Panloup +1

We build and study a data-driven procedure for the estimation of the stationary density f of an additive fractional SDE. To this end, we also prove some new concentrations bounds f…