Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes

24 November 2020

Papers citing "Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes"

5 / 5 papers shown

Title
Optimal convergence rates for the invariant density estimation of jump-diffusion processes Chiara Amorino Eulalia Nualart 35 8 0 21 Jan 2021
Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations S. Delattre A. Gloter Nakahiro Yoshida 28 7 0 28 Jan 2020
Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes Chiara Amorino A. Gloter 63 12 0 21 Jan 2020
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes Chiara Amorino A. Gloter 27 13 0 24 Apr 2019
Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process Charlotte Dion Sarah Lemler 99 9 0 17 Apr 2019