Robust estimation for ergodic Markovian processes

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LECESTRE, Alexandre

2023

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https://hdl.handle.net/10993/55693

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Keywords :

hidden Markov models; diffusion processes; robust estimation

Disciplines :

Mathematics

Author, co-author :

LECESTRE, Alexandre ; University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)

Language :

English

Title :

Robust estimation for ergodic Markovian processes

Publication date :

2023

Source :

European Projects :

H2020 - 811017 - SanDAL - ERA Chair in Mathematical Statistics and Data Science for the University of Luxembourg

Funders :

CE - Commission Européenne

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since 27 July 2023

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