6 citations · 24 across the 14 of their papers we have counts for
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math.ST2018★ 6 cited
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…