$Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion$

Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion

11 March 2020

Papers citing "Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion"

2 / 2 papers shown

Title
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime Chiara Amorino A. Gloter 72 2 0 05 Aug 2022
Projection Estimators of the Stationary Density of a Differential Equation Driven by the Fractional Brownian Motion Nicolas Marie OT 39 0 0 02 Apr 2021