Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
type: Item
instance of: scholarly article
title: Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
DOI: 10.1214/21-AIHP1235
author: Niklas Dexheimer
author: Claudia Strauch
author: Lukas Trottner
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2022-10-11T00:00:00Z
full work available at URL: 21-AIHP1235.full
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 7599769
zbMATH Keywords: adaptive estimation
zbMATH Keywords: jump SDEs
zbMATH Keywords: nonparametric statistics
zbMATH Keywords: statistics for stochastic processes
zbMATH Keywords: sup-norm risk
MaRDI profile type: Publication
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Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (OpenAlex ID)
OpenAlex ID: W4303045786