Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865)

scientific article; zbMATH DE number 7599769

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English	Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk	scientific article; zbMATH DE number 7599769

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instance of

scholarly article

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title

Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (English)

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Annales de l'Institut Henri Poincaré. Probabilités et Statistiques

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publication date

11 October 2022

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full work available at URL

https://projecteuclid.org/journals/annales-de-linstitut-henri-poincare-probabilites-et-statistiques/volume-58/issue-4/Adaptive-invariant-density-estimation-for-continuous-time-mixing-Markov-processes/10.1214/21-AIHP1235.full

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zbMATH Keywords

adaptive estimation

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jump SDEs

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nonparametric statistics

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statistics for stochastic processes

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sup-norm risk

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MaRDI profile type

Publication

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Identifiers

DOI

10.1214/21-AIHP1235

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2083865