Adaptive Estimation Of The Stationary Density Of A Stochastic Differential Equation Driven By A Fractional Brownian Motion

Bertin, KarineKarineBertinNicolas KlutchnikoffFabien PanloupMaylis Varvenne2025-12-062025-12-062020-07-0110.1007/s11203-020-09218-02-s2.0-85086377642https://cris-uv-2.scimago.es/handle/123456789/6999WOS:000541632500001We build and study a data-driven procedure for the estimation of the stationary density f of an additive fractional SDE. To this end, we also prove some new concentrations bounds for discrete observations of such dynamics in stationary regime.enacceso abiertoStatistics And ProbabilityAdaptive Estimation Of The Stationary Density Of A Stochastic Differential Equation Driven By A Fractional Brownian Motionarticle