Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (Q2634903)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions |
scientific article |
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Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (English)
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10 February 2016
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ergodic diffusion
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minimax drift estimation
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exact constants in nonparametric smoothing
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sharp adaptivity
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pointwise risk
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0.94315684
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0.93095756
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0.9115713
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0.8891713
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0.8873249
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0.88698334
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0.8849577
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0.8842918
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