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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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https://hdl.handle.net/10993/50598
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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
Source :
https://arxiv.org/pdf/2203.01055.pdf
Available on ORBilu :
since 16 March 2022
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