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2101.08548
Cited By

Optimal convergence rates for the invariant density estimation of
jump-diffusion processes

v1v2v3 (latest)

Optimal convergence rates for the invariant density estimation of jump-diffusion processes

21 January 2021

Eulalia Nualart

ArXiv (abs)PDF HTML

Papers citing "Optimal convergence rates for the invariant density estimation of jump-diffusion processes"

6 / 6 papers shown

$Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift$

Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift

Eulalia Nualart

314

1

0

28 Aug 2024

Malliavin calculus for the optimal estimation of the invariant density
of discretely observed diffusions in intermediate regime

Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime

315

2

0

05 Aug 2022

Estimation of the invariant density for discretely observed diffusion
processes: impact of the sampling and of the asynchronicity

Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicityStatistics (Berlin) (SB), 2022

506

5

0

02 Mar 2022

Minimax rate of estimation for invariant densities associated to
continuous stochastic differential equations over anisotropic Holder classes

Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes

375

8

0

06 Oct 2021

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

Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classesElectronic Journal of Statistics (EJS), 2020

334

8

0

24 Nov 2020

Mixing it up: A general framework for Markovian statistics

Mixing it up: A general framework for Markovian statisticsAnnales De L Institut Henri Poincare-probabilites Et Statistiques (Ann. IHP Probab. Stat.), 2020

Niklas Dexheimer

Claudia Strauch

437

9

0

31 Oct 2020

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