Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
Author:
Affiliation:
1. Department of Mathematics, Aarhus University, Aarhus, Denmark
2. Institute of Mathematics, University of Mannheim, Mannheim, Germany
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
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5. C. Amorino and A. Gloter. Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes. J. Statist. Plann. Inference 213 (2021) 106–129.
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