Invariant density estimation

1976 ◽  
Vol 81 (4) ◽  
pp. 315-324 ◽  
Author(s):  
Wolfgang Wertz
2017 ◽  
Vol 23 (2) ◽  
Author(s):  
Patrick Cattiaux ◽  
José R. León ◽  
Clémentine Prieur

AbstractWe 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 [


2011 ◽  
Vol 30 (7) ◽  
pp. 1740-1743 ◽  
Author(s):  
Feng Zhao ◽  
Jun-ying Zhang ◽  
Jing Liu ◽  
Jun-li Liang

Sign in / Sign up

Export Citation Format

Share Document