ESAIM: Probability and Statistics (ESAIM: P&S)

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Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift

Jakob Söhl and Mathias Trabs

ESAIM: PS, 20 (2016) 432-462

Published online: 30 November 2016

DOI: 10.1051/ps/2016017

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Jakob Söhl

Mathias Trabs

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