Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations (Q1857351)
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scientific article; zbMATH DE number 1870142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations |
scientific article; zbMATH DE number 1870142 |
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Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations (English)
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17 February 2003
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stochastic delay differential equations
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drift estimation
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stationary Gaussian process
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illposed problem
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projection method
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minimax rates
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