Sharp adaptive estimation of the drift function for ergodic diffusions
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Publication:817979
DOI10.1214/009053605000000615zbMath1084.62079arXivmath/0602659OpenAlexW4297810530MaRDI QIDQ817979
Publication date: 23 March 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0602659
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
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