Sup-norm adaptive drift estimation for multivariate nonreversible diffusions
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Publication:2112825
DOI10.1214/22-AOS2237OpenAlexW4312072444MaRDI QIDQ2112825
Claudia Strauch, Cathrine Aeckerle-Willems
Publication date: 12 January 2023
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-50/issue-6/Sup-norm-adaptive-drift-estimation-for-multivariate-nonreversible-diffusions/10.1214/22-AOS2237.full
Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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