Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes

Chiara Amorino, Arnaud Gloter

Type: Article

Publication Date: 2020-11-27

Citations: 12

DOI: https://doi.org/10.1016/j.jspi.2020.11.006

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Journal of Statistical Planning and Inference - View - PDF
arXiv (Cornell University) - View - PDF
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+	Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes	1993	Sean Meyn Richard L. Tweedie
+	Ergodicity and exponential <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si2.gif" display="inline" overflow="scroll"><mml:mi>β</mml:mi></mml:math>-mixing bounds for multidimensional diffusions with jumps	2006	H. Masuda
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