Invariant Density Estimation for Multidimensional Diffusions
From MaRDI portal
Recommendations
- On invariant density estimation for ergodic diffusion processes
- Adaptive invariant density estimation for ergodic diffusions over anisotropic classes
- Efficient density estimation for ergodic diffusion processes
- On efficient estimation of invariant density for ergodic diffusion processes
- Asymptotically efficient estimation of the derivative of the invariant density
Cited in
(11)- Density estimation in an infinite dimensional space: Application to diffusion processes
- Adaptive invariant density estimation for ergodic diffusions over anisotropic classes
- Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes
- Invariant density estimation for a reflected diffusion using an Euler scheme
- Nonparametric trend coefficient estimation for multidimensional diffusions
- Density estimation for one-dimensional dynamical systems
- Mathematical model of transients of blade pitch control wind power plant
- Estimating the dimension of factors of diffusion processes
- Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes
- Principal invariants and inherent parameters of diffusion kurtosis tensors
This page was built for publication: Invariant Density Estimation for Multidimensional Diffusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5434315)
