Abstract
We give an explicit error bound between the invariant density of an elliptic reflected diffusion in a smooth compact domain and the kernel estimator built on the symmetric Euler scheme introduced in [3].
Funding statement: This work has been partially supported by the project MATH-AmSud SIDRE Statistical inference for dependent stochastic processes and application in renewable energy and by the Inria International Chairs program.
References
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© 2017 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Invariant density estimation for a reflected diffusion using an Euler scheme
- Feistel-inspired scrambling improves the quality of linear congruential generators
- Stochastic polynomial chaos expansion method for random Darcy equation
- Effect of covariate misspecifications in the marginalized zero-inflated Poisson model
- Stochastic mesh method for optimal stopping problems
- Computing with bivariate COM-Poisson model under different copulas
- Improved Markov Chain Monte Carlo method for cryptanalysis substitution-transposition cipher
Artikel in diesem Heft
- Frontmatter
- Invariant density estimation for a reflected diffusion using an Euler scheme
- Feistel-inspired scrambling improves the quality of linear congruential generators
- Stochastic polynomial chaos expansion method for random Darcy equation
- Effect of covariate misspecifications in the marginalized zero-inflated Poisson model
- Stochastic mesh method for optimal stopping problems
- Computing with bivariate COM-Poisson model under different copulas
- Improved Markov Chain Monte Carlo method for cryptanalysis substitution-transposition cipher