Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241)
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scientific article; zbMATH DE number 7474306
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| English | Optimal convergence rates for the invariant density estimation of jump-diffusion processes |
scientific article; zbMATH DE number 7474306 |
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Optimal convergence rates for the invariant density estimation of jump-diffusion processes (English)
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16 February 2022
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minimax risk
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convergence rate
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non-parametric statistics
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ergodic diffusion with jumps
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Lévy driven SDE
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invariant density estimation
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0.9083085
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0.90799224
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0.9073211
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0.90023285
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0.89997536
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0.8967296
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0.8927624
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0.89270777
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