Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk

DOI10.1016/J.SPA.2025.104741MaRDI QIDQ6910605zbMATH OpenFDO

Authors Niklas Dexheimer

Publication date 29 October 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104741

zbMATH Keywords

nonparametric estimationdrift estimationmultivariate jump diffusionsup-norm adaptive estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Estimation in multivariate analysis (62H12) Diffusion processes (60J60) Stationary stochastic processes (60G10)

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