Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283)
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scientific article; zbMATH DE number 7471500
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| English | Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes |
scientific article; zbMATH DE number 7471500 |
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Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (English)
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9 February 2022
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convergence rate
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density estimation
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ergodic diffusion with jumps
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Lévy driven SDE
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non-parametric statistics
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0.8707535266876221
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0.8414607644081116
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0.796789824962616
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0.7742195725440979
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