Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes

21 January 2020

Papers citing "Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes"

4 / 4 papers shown

Title
Estimator selection: a new method with applications to kernel density estimation C. Lacour P. Massart Vincent Rivoirard 60 57 0 18 Jul 2016
Jump filtering and efficient drift estimation for Lévy-driven SDE's A. Gloter D. Loukianova H. Mai 30 23 0 16 Mar 2016
Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independent structure Lepski Oleg 82 8 0 26 Oct 2012
Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality A. Goldenshluger O. Lepski 357 245 0 06 Sep 2010