Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283)

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Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes
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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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