Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4316465926 / rank | |||
Normal rank | |||
Revision as of 20:27, 19 March 2024
scientific article; zbMATH DE number 7659661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity |
scientific article; zbMATH DE number 7659661 |
Statements
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (English)
0 references
6 March 2023
0 references
non-parametric estimation
0 references
stationary measure
0 references
discrete observation
0 references
convergence rate
0 references
ergodic diffusion
0 references
anisotropic density estimation
0 references
asynchronous framework
0 references
