\(L_p\) estimation of the diffusion coefficient
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Publication:1301751
DOI10.2307/3318712zbMath0980.62073OpenAlexW1804327053MaRDI QIDQ1301751
Publication date: 6 March 2002
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3318712
Besov spaceslocal timediffusion processesminimax estimationwavelet orthonormal baseswavelets on intervals
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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