Communities
Connect sessions
AI calendar
Organizations
Join Slack
Contact Sales
Search
Open menu
Home
Papers
2011.11994
Cited By
v1
v2
v3 (latest)
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes
Electronic Journal of Statistics (EJS), 2020
24 November 2020
Chiara Amorino
Re-assign community
ArXiv (abs)
PDF
HTML
Papers citing
"Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes"
6 / 6 papers shown
Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
Chiara Amorino
Eulalia Nualart
Fabien Panloup
Julian Sieber
313
1
0
28 Aug 2024
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
Chiara Amorino
A. Gloter
313
2
0
05 Aug 2022
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
Statistics (Berlin) (SB), 2022
Chiara Amorino
A. Gloter
504
5
0
02 Mar 2022
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes
Chiara Amorino
A. Gloter
373
8
0
06 Oct 2021
Optimal convergence rates for the invariant density estimation of jump-diffusion processes
Chiara Amorino
Eulalia Nualart
272
10
0
21 Jan 2021
Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations
Annales De L Institut Henri Poincare-probabilites Et Statistiques (Ann. IHP Probab. Stat.), 2020
S. Delattre
A. Gloter
Nakahiro Yoshida
191
8
0
28 Jan 2020
1
Page 1 of 1
