Non parametric estimation for random walks in random environment
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DOI: 10.1016/j.spa.2017.04.011
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References listed on IDEAS
- Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of distributions," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1612-1618, September.
- Comets, Francis & Falconnet, Mikael & Loukianov, Oleg & Loukianova, Dasha & Matias, Catherine, 2014. "Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 268-288.
- Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of probability density functions," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1869-1877, September.
- Comets, Francis & Falconnet, Mikael & Loukianov, Oleg & Loukianova, Dasha, 2016. "Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support," Stochastic Processes and their Applications, Elsevier, vol. 126(11), pages 3578-3604.
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Cited by:
- Rémillard, Bruno N. & Vaillancourt, Jean, 2019. "Detecting periodicity from the trajectory of a random walk in random environment," Statistics & Probability Letters, Elsevier, vol. 155(C), pages 1-1.
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Keywords
Random walk in random environment; Non-parametric estimation; Oracle inequalities; Adaptive estimation;All these keywords.
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