2 papers
math.PR2022
Donsker Theorems for Occupation Measures of Multi-Dimensional Periodic Diffusions
Neil Deo
We study the empirical process arising from a multi-dimensional diffusion process with periodic drift and diffusivity. The smoothing properties of the generator of the diffusion ar…
math.ST2021
On Adaptive Confidence Sets for the Wasserstein Distances
Neil Deo, Thibault Randrianarisoa
In the density estimation model, we investigate the problem of constructing adaptive honest confidence sets with radius measured in Wasserstein distance , , and for de…