Adaptive drift estimation for nonparametric diffusion model.
type: Item
instance of: scholarly article
title: Adaptive drift estimation for nonparametric diffusion model.
zbMATH Open document ID: 1105.62330
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1015951999
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 1828963
zbMATH Keywords: Drift and diffusion coefficients
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: bandwidth selection
author: V. G. Spokoiny
MaRDI profile type: Publication
OpenAlex ID: W1500735010
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DOI: 10.1214/AOS/1015951999
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description: scientific article; zbMATH DE number 1828963