Spectral estimation for diffusions with random sampling times (Q311984)
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scientific article; zbMATH DE number 6626997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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