Adaptive estimation for stochastic damping Hamiltonian systems under partial observation

Author:

Comte Fabienne,Prieur Clémentine,Samson Adeline

Funder

LabExPERSYVAL-Lab

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference31 articles.

1. Data-driven calibration of penalties for least-squares regression;Arlot;J. Mach. Learn. Res.,2009

2. N. Asin, J. Johannes, Adaptive non-parametric estimation in the presence of dependence. Preprint arXiv:1602.00531, 2016.

3. Random Walks with Stationary Increments and Renewal Theory;Berbee,1979

4. K. Bertin, N. Klutchnikoff, Pointwise adaptive estimation of the marginal density of a weakly dependent process. Preprint arXiv:1604.00039, 2016.

5. Basic properties of strong mixing conditions. a survey and some open questions;Bradley;Probab. Surv.,2005

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