Spectral estimation for diffusions with random sampling times (Q311984)

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scientific article; zbMATH DE number 6626997
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Spectral estimation for diffusions with random sampling times
scientific article; zbMATH DE number 6626997

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    Spectral estimation for diffusions with random sampling times (English)
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    13 September 2016
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    ergodic diffusion processes
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    generalized transition operator
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    Lepski's method
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    minimax optimal convergence rates
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    nonparametric estimation
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    random sampling
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