Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime

Fuente: arXiv

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Bibliographic Details
Main Authors:	Amorino, Chiara, Gloter, Arnaud
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2208.03253