Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780)
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scientific article; zbMATH DE number 7659661
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| English | Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity |
scientific article; zbMATH DE number 7659661 |
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Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (English)
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6 March 2023
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non-parametric estimation
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stationary measure
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discrete observation
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convergence rate
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ergodic diffusion
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anisotropic density estimation
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asynchronous framework
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0.9156857
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0.9137491
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0.91236204
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0.9084563
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0.9013477
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0.89934266
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