@article{bertin:hal-02503902,
TITLE = {Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion},
AUTHOR = {Bertin, Karine and Klutchnikoff, Nicolas and Panloup, Fabien and Varvenne, Maylis},
URL = {https://univ-angers.hal.science/hal-02503902},
JOURNAL = {Statistical Inference for Stochastic Processes},
PUBLISHER = {Springer Verlag},
VOLUME = {23},
NUMBER = {2},
PAGES = {271-300},
YEAR = {2020},
MONTH = Jul, DOI = {10.1007/s11203-020-09218-0},
KEYWORDS = {Fractional Brownian motion ; Non-parametric Inference ; Stochastic Differential Equation ; Stationary density ; Rate of convergence ; Adaptive density estimation AMS classification (2010): 60G22 ; 60H10 ; 62M09},
PDF = {https://univ-angers.hal.science/hal-02503902/file/article_versionHAL.pdf},
HAL_ID = {hal-02503902},
HAL_VERSION = {v1},
}