Estimation non-paramétrique du coefficient de diffusion pour une perte Lp

DOI10.1016/S0764-4442(97)80089-4zbMath0876.60061OpenAlexW2072189540MaRDI QIDQ4342579

Marc Hoffmann

Publication date: 18 November 1997

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(97)80089-4

zbMATH Keywords

rate of convergenceBesov spacesdensity estimationfunctional estimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15) Diffusion processes (60J60)

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