Milstein, Grigori; Schoenmakers, John; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
. By combining forward and reverse representations we then construct transition density estimators for chains which have …. N. Milsteinb, J.G.M. Schoenmakersa, V. Spokoinya y
May 2, 2006
Keywords: transition density estimation, forward and … reverse representations we then con-
struct transition density estimators for chains which have root-N accuracy
in any …