Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process (Q4918488)
From MaRDI portal
scientific article; zbMATH DE number 6157514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process |
scientific article; zbMATH DE number 6157514 |
Statements
Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process (English)
0 references
25 April 2013
0 references
diffusion process
0 references
adaptive estimation
0 references
regeneration method
0 references
mean square estimator
0 references
model selection
0 references
deviation inequalities
0 references
