On Castellana–Leadbetter's Condition for Diffusion Density Estimation
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DOI: 10.1023/A:1009996608986
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- Veretennikov, A. Yu., 1997. "On polynomial mixing bounds for stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 70(1), pages 115-127, October.
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- Comte, F. & Merlevède, F., 2005. "Super optimal rates for nonparametric density estimation via projection estimators," Stochastic Processes and their Applications, Elsevier, vol. 115(5), pages 797-826, May.
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Keywords
density estimation; diffusion process; ergodic estimates;All these keywords.
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