Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes
From MaRDI portal
Publication:2137817
DOI10.1214/22-EJS2013MaRDI QIDQ2137817
Randolf Altmeyer, Ronan Le Guével
Publication date: 11 May 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.11632
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximations of non-smooth integral type functionals of one dimensional diffusion processes
- Spectral estimation of the fractional order of a Lévy process
- On the character of convergence to Brownian local time. I
- On smoothed probability density estimation for stationary processes
- Rates of convergence to the local time of a diffusion
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- On the discrete approximation of occupation time of diffusion processes
- Approximation of occupation time functionals
- Approximation of SDEs: a stochastic sewing approach
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process
- On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient
- \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
- Super optimal rates for nonparametric density estimation via projection estimators
- Local times of additive Lévy processes.
- Stochastic Processes and Long Range Dependence
- Optimal sampling for density estimation in continuous time
- The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem
- The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$
This page was built for publication: Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes
