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Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
Amorino, Chiara; Gloter, Arnaud
2022
 

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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 :
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
Publication date :
February 2022
Available on ORBilu :
since 16 March 2022

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