Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes |
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Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (English)
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7 May 2021
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adaptive bandwidth selection
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anisotropic density estimation
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ergodic diffusion with jumps
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Lévy driven SDE (stochastic differential equation)
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