Rate of estimation for the stationary distribution of jump-processes
over anisotropic Holder classes

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Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes

24 November 2020

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Papers citing "Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes"

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Title
$Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift$ 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 73 0 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 75 2 0 05 Aug 2022
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity Chiara Amorino A. Gloter 80 3 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 63 7 0 06 Oct 2021
Optimal convergence rates for the invariant density estimation of jump-diffusion processes Chiara Amorino Eulalia Nualart 59 8 0 21 Jan 2021
Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations S. Delattre A. Gloter Nakahiro Yoshida 35 7 0 28 Jan 2020