Spectral thresholding for the estimation of Markov chain transition operators
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Publication:2074325
DOI10.1214/21-EJS1935zbMath1493.62172arXiv1808.08153OpenAlexW2888276718MaRDI QIDQ2074325
Matthias Löffler, Antoine Picard
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/1808.08153
Markov chaintransition densitytransition operatornonparametric estimationminimax rates of convergencelow rankSDE
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