23 citations · 87 across the 9 of their papers we have counts for
4 papers · 1 filter
Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift
Jakob Söhl, Mathias Trabs
As a starting point we prove a functional central limit theorem for estimators of the invariant measure of a geometrically ergodic Harris-recurrent Markov chain in a multi-scale sp…
Uniform central limit theorems for the Grenander estimator
Jakob Söhl
We consider the Grenander estimator that is the maximum likelihood estimator for non-increasing densities. We prove uniform central limit theorems for certain subclasses of bounded…
High-frequency Donsker theorems for Lévy measures
Richard Nickl, Markus Reiß, Jakob Söhl +1
Donsker-type functional limit theorems are proved for empirical processes arising from discretely sampled increments of a univariate Lévy process. In the asymptotic regime the samp…
A uniform central limit theorem and efficiency for deconvolution estimators
Jakob Söhl, Mathias Trabs
We estimate linear functionals in the classical deconvolution problem by kernel estimators. We obtain a uniform central limit theorem with -rate on the assumption that th…