Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift

22 December 2014

Papers citing "Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift"

2 / 2 papers shown

Title
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions Richard Nickl Jakob Sohl 41 77 0 19 Oct 2015
Anti-concentration and honest, adaptive confidence bands Victor Chernozhukov Denis Chetverikov Kengo Kato 100 174 0 28 Mar 2013