Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp adaptive drift estimation for ergodic diffusions: the multivariate case |
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Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (English)
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11 June 2015
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ergodic diffusion
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minimax drift estimation
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Pinsker's constant
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sharp minimax adaptivity
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