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Non trivial optimal sampling rate for estimating a Lipschitz-continuous function in presence of mean-reverting Ornstein-Uhlenbeck noise

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bernardi, Enrico, Lanconelli, Alberto, Lauria, Christopher S. A., Perçin, Berk Tan
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability Methodology 60H10, 62F10, 65C20
Online Access:	Acceder al recurso
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