Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
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Publication:2196225
DOI10.1214/19-AOS1851zbMath1450.62041arXiv1810.01702MaRDI QIDQ2196225
Publication date: 28 August 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.01702
Bernstein-von Mises theoremuncertainty quantificationasymptotics of nonparametric Bayes procedurespenalised least squares estimator
Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)
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