Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk

N Dexheimer, C Strauch, L Trottner - … de l'Institut Henri Poincare (B …, 2022 - projecteuclid.org
Up to now, the nonparametric analysis of multidimensional continuous-time Markov
processes has focussed strongly on specific model choices, mostly related to symmetry of …

Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk

N Dexheimer, C Strauch, L Trottner - Annales de l'Institut Henri …, 2022 - projecteuclid.org
Up to now, the nonparametric analysis of multidimensional continuous-time Markov
processes has focussed strongly on specific model choices, mostly related to symmetry of …

Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk

N Dexheimer, C Strauch, L Trottner - Annales de l'institut Henri Poincare …, 2022 - pure.au.dk
Up to now, the nonparametric analysis of multidimensional continuous-time Markov
processes has focussed strongly on specific model choices, mostly related to symmetry of …