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Publications by Arnak S. Dalalyan

On Second Order Minimax Estimation of Invariant Density for Ergodic Diffusion

Statistics & Decisions

English

Aggregation by Exponential Weighting and Sharp Oracle Inequalities

English

Related publications

Adaptive Invariant Density Estimation for Ergodic Diffusions Over Anisotropic Classes

Annals of Statistics

English

Second Order Ergodic Theorems for Ergodic Transformations of Infinite Measure Spaces

Proceedings of the American Mathematical Society

Applied Mathematics

English

High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs

SIAM Journal on Numerical Analysis

Computational Mathematics

Applied Mathematics

Numerical Analysis

English

Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts*

Journal of Applied Econometrics

Social Sciences

English

Second Order Gauge-Invariant Perturbations During Inflation

English

Asymptotic Behavior of the Transition Density of an Ergodic Linear Diffusion

Publications of the Research Institute for Mathematical Sciences

English

The Asymptotic Minimax Constant for Sup-Norm Loss in Nonparametric Density Estimation

English

Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes

Sequential Analysis

English

Solvability of Second-Order Left-Invariant Differential Operators on the Heisenberg Group

Journées équations aux dérivées partielles

English