Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift
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Auteurs
Date
2016
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Périmètre
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- handle: 10670/1.51uwob
- PS_2016__20__432_0
- oai:numdam.org:PS_2016__20__432_0
- citation: ESAIM: Probability and Statistics, 20 (2016) p 432-462
- ZBL 1357.62198
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1292-8100
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Markov models Markoff processes Analysis, Markov Models, Markov Markov analysis Chains, Markov Markov chains Processes, Markov Glacial sediments Till (Geology) Glacial drift Orchestras and bandsCiter ce document
Jakob Söhl et al., « Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift », ESAIM: Probability and Statistics, ID : 10670/1.51uwob
