Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes (Q1856452)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes |
scientific article; zbMATH DE number 1865768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes |
scientific article; zbMATH DE number 1865768 |
Statements
Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes (English)
0 references
10 February 2003
0 references
adaptive estimation
0 references
diffusion processes
0 references
minimax risk
0 references
Lepski procedure
0 references
