23 citations · 87 across the 9 of their papers we have counts for
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math.ST2014★ 8 cited
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…
math.ST2014★ 5 cited
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…