\(L_p\) estimation of the diffusion coefficient

DOI10.2307/3318712zbMath0980.62073OpenAlexW1804327053MaRDI QIDQ1301751

Marc Hoffmann

Publication date: 6 March 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3318712

zbMATH Keywords

Besov spaceslocal timediffusion processesminimax estimationwavelet orthonormal baseswavelets on intervals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Markov processes: estimation; hidden Markov models (62M05)

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