Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations
type: Item
instance of: scholarly article
title: Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations
zbMATH Open document ID: 1006.62074
DOI: 10.1023/A:1016356826470
published in: Statistical Inference for Stochastic Processes
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 65R32
zbMATH DE Number: 1870142
zbMATH Keywords: stochastic delay differential equations
zbMATH Keywords: drift estimation
zbMATH Keywords: stationary Gaussian process
zbMATH Keywords: illposed problem
zbMATH Keywords: projection method
zbMATH Keywords: minimax rates
author: Markus Reiß
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1870142