Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7346456
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes |
scientific article; zbMATH DE number 7346456 |
Statements
Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (English)
0 references
7 May 2021
0 references
adaptive bandwidth selection
0 references
anisotropic density estimation
0 references
ergodic diffusion with jumps
0 references
Lévy driven SDE (stochastic differential equation)
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8860669136047363
0 references
0.8707535266876221
0 references
0.8545312285423279
0 references
0.8187269568443298
0 references
0.7916780710220337
0 references
