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Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
We investigate the nonparametric estimation problem of the density $\pi $, representing the
stationary distribution of a two-dimensional system $\left (Z_t\right) _ {t\in [0, T]}=\left …
stationary distribution of a two-dimensional system $\left (Z_t\right) _ {t\in [0, T]}=\left …