Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes

DOI10.1214/21-EJS1913zbMath1493.62184arXiv2011.11994MaRDI QIDQ2074283

Chiara Amorino

Publication date: 9 February 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.11994

zbMATH Keywords

convergence ratedensity estimationLévy driven SDEnon-parametric statisticsergodic diffusion with jumps

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Jump processes on discrete state spaces (60J74)

Related Items (3)

Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity ⋮ Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations ⋮ Sup-norm adaptive drift estimation for multivariate nonreversible diffusions

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