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

DOI10.1080/02331888.2023.2166047OpenAlexW4316465926MaRDI QIDQ5880780

Chiara Amorino, Arnaud Gloter

Publication date: 6 March 2023

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.01055

zbMATH Keywords

convergence ratestationary measureanisotropic density estimationdiscrete observationergodic diffusionnon-parametric estimationasynchronous framework

Mathematics Subject Classification ID

Statistics (62-XX)

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