Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760)
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scientific article; zbMATH DE number 1031776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax estimation of the diffusion coefficient through irregular samplings |
scientific article; zbMATH DE number 1031776 |
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Minimax estimation of the diffusion coefficient through irregular samplings (English)
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19 October 1997
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wavelet orthonormal bases
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time dependent diffusion coefficient
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diffusion process
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Besov spaces
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minimax rate of convergence
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linear estimators
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fast wavelets methods
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functional estimation
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irregular sampling schemes
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