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20072023
most citedSelection of variables and dimension reduction in high-dimensional non-parametric regression

42 citations · 133 across the 15 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…