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Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes
AMORINO, Chiara
;
Gloter, Arnaud
2021
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https://hdl.handle.net/10993/50597
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Disciplines :
Mathematics
Author, co-author :
AMORINO, Chiara
;
University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Gloter, Arnaud
Language :
English
Title :
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes
Publication date :
October 2021
Source :
https://arxiv.org/pdf/2110.02774.pdf
Available on ORBilu :
since 16 March 2022
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