1 citations · 1 across the 1 of their papers we have counts for
3 papers
math.ST2018
Sup-norm adaptive simultaneous drift estimation for ergodic diffusions
Cathrine Aeckerle-Willems, Claudia Strauch
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in -norm…
math.ST2018
Concentration of scalar ergodic diffusions and some statistical implications
Cathrine Aeckerle-Willems, Claudia Strauch
We derive uniform concentration inequalities for continuous-time analogues of empirical processes and related stochastic integrals of scalar ergodic diffusion processes. Thereby, w…
math.PR2010★ 1 cited
Uniform Central Limit Theorems for Multidimensional Diffusions
Angelika Rohde, Claudia Strauch
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empiri…