Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity

Reference : Estimation of the invariant density for discretely observed diffusion processes: impa...


	Document type :	E-prints/Working papers : Already available on another site
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/50598

Title :	Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
Language :	English
Author, co-author :	Amorino, Chiara [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Gloter, Arnaud []
Publication date :	Feb-2022
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/50598
source URL :	https://arxiv.org/pdf/2203.01055.pdf

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Open access	Estimation_of_the_invariant_density_for_discretely_observed_diffusion_processes_-11.pdf		Publisher postprint	521.78 kB	View/Open

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