Wavelet estimation in diffusions with periodicity (Q1757897)
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scientific article; zbMATH DE number 6102636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet estimation in diffusions with periodicity |
scientific article; zbMATH DE number 6102636 |
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Wavelet estimation in diffusions with periodicity (English)
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7 November 2012
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diffusions
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periodic drift
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estimation of unknown signal
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wavelet estimator
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nonparametric rate of convergence
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Markov chain
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moment inequality
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exponential inequality
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