Adaptive efficient analysis for big data ergodic diffusion models
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Publication:2137741
DOI10.1007/s11203-021-09241-9zbMath1493.62204OpenAlexW3143274903WikidataQ114223459 ScholiaQ114223459MaRDI QIDQ2137741
Serge M. Pergamenshchikov, Leonid I. Galtchouk
Publication date: 16 May 2022
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-021-09241-9
model selectionasymptotic efficiencyquadratic risksharp oracle inequalityadaptive nonparametric drift estimationdiscrete time datanonasymptotic estimation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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Cites Work
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