Spectral thresholding for the estimation of Markov chain transition operators (Q2074325)
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English | Spectral thresholding for the estimation of Markov chain transition operators |
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Spectral thresholding for the estimation of Markov chain transition operators (English)
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9 February 2022
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low rank
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Markov chain
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minimax rates of convergence
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nonparametric estimation
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transition density
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transition operator
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SDE
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