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

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

21 January 2021

Eulalia Nualart

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

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Title
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime Chiara Amorino A. Gloter 68 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 73 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
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes Chiara Amorino 33 8 0 24 Nov 2020
Mixing it up: A general framework for Markovian statistics Niklas Dexheimer Claudia Strauch Lukas Trottner 94 9 0 31 Oct 2020