{"entities":{"Q1209200":{"pageid":1219949,"ns":120,"title":"Item:Q1209200","lastrevid":47151163,"modified":"2025-12-31T20:32:54Z","type":"item","id":"Q1209200","labels":{"en":{"language":"en","value":"On the estimation of the diffusion coefficient for multi-dimensional diffusion processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 167532"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1209200$21D205B3-CFAF-41BA-B8EF-D90B0543A89A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"93588f799dc8fda5c3a095de044f02686fa0d16f","datavalue":{"value":{"text":"On the estimation of the diffusion coefficient for multi-dimensional diffusion processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1209200$DB43AFBD-7054-43DF-842A-3E16D9255861","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fb3747fb80f6fad72f96977c2e8cf1abac239866","datavalue":{"value":"0770.62070","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1209200$D7668D39-995E-4AFA-9C3D-F1CF8907E38D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"145662bc119659c5bf279505448f6b032565b728","datavalue":{"value":{"entity-type":"item","numeric-id":180608,"id":"Q180608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1209200$27836720-30DB-4CBE-A287-B7AFA559BF03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"52715368c54f6cd12bde9bb39ca42dc65c632651","datavalue":{"value":{"entity-type":"item","numeric-id":207848,"id":"Q207848"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1209200$67F933AA-044F-4217-BA9F-3F9453203F9F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e50b98d4fe165ab872f3c9ddd85cac88503f418c","datavalue":{"value":{"entity-type":"item","numeric-id":169877,"id":"Q169877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1209200$E09DDF82-F4C4-4FE4-8E96-1CF72B18A56E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1772b6c81a5108c06854e0de4518fb90e5a6ebdc","datavalue":{"value":{"time":"+1993-05-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1209200$22529040-1B9D-4737-8214-14370BD36E94","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1e3405852d5b1c43a42008c204c275624c2864bb","datavalue":{"value":"http://www.numdam.org/item?id=AIHPB_1993__29_1_119_0","type":"string"},"datatype":"url"},"type":"statement","id":"Q1209200$12384BEA-9201-47A4-B41C-FE1DA9FF4E7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"eb9f4a217db020991ae45dfcac4a69ae0484c635","datavalue":{"value":"https://eudml.org/doc/77447","type":"string"},"datatype":"url"},"type":"statement","id":"Q1209200$A5EA799A-410B-4D64-AB6B-A4F6E4D7F87A","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"f46fdf9d0724957bafe2c890e9dcb6009a26fc35","datavalue":{"value":"The authors consider an estimation problem for the solution \\(X\\) of a stochastic differential equation of the form  \\[ dX_ t=b(t,X)dt+a(\\vartheta,t,X_ t)dW_ t,\\quad{\\mathcal L}(X_ 0)=v, \\]  where the diffusion coefficient \\(a\\) is a known function of the parameter \\(\\vartheta\\), belonging to a compact set, and the drift \\(b\\) is a non- anticipative functional. \\(X\\) is observed at \\(n\\) distinct times \\(t(n,i)\\), \\(i=1,\\dots,n\\), in the interval [0,1] chosen such that \\(\\mu_ n=n^{- 1}\\sum_{1\\leq i\\leq n}{\\mathcal E}_{t(n,i)}\\) weakly converges to a measure \\(\\mu\\) on [0,1].   It is shown that a consistent sequence \\(\\widehat\\vartheta_ n\\) of estimators of \\(\\vartheta\\) can be constructed based on the minimization of suitable constructs and on local asymptotic mixed normality, i.e.: \\(\\sqrt n(\\widehat\\vartheta_ n-\\vartheta)\\) converges in law to a conditional centered Gaussian variable, conditioned on the paths of \\(X\\). Further, optimality in a certain sense is established under some smoothness assumptions.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1209200$720E3600-E924-4223-9608-A7EACCE34862","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5d625d780bfa809c5db39c69099009106c2aeb44","datavalue":{"value":"62M05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1209200$79FCE7B2-DAF7-437F-82E7-F764C5ADFB4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1209200$D14DEAA0-DAA3-4CE5-B44D-1F7326B58A61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1209200$8D02E9C1-51A4-4F7D-A7D8-69D59802A3B4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e0b1384520f5c02770a53d8a2c9ecb30563381ae","datavalue":{"value":"167532","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1209200$A6DD8452-1F96-4907-BCB3-F18C77917637","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"96396a44a0aa5015518e12dad877ce4bed5f6c3e","datavalue":{"value":"multidimensional diffusion processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1209200$F9806E08-34E1-4089-B9A3-0B35ED6419D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4674d071cd3bddb03e49517bc723ffb0e94b4f0","datavalue":{"value":"LAMN property","type":"string"},"datatype":"string"},"type":"statement","id":"Q1209200$8579383D-EFD0-47EB-AD13-C92A743A9B18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e207dc2da704239524e2d101527f4d8f3f09248b","datavalue":{"value":"diffusion coefficient","type":"string"},"datatype":"string"},"type":"statement","id":"Q1209200$F8ED9C69-FFD7-4503-9BCB-02A381A5A94A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5cba1a5d808be024270f9884cfe2446b2a96f911","datavalue":{"value":"drift","type":"string"},"datatype":"string"},"type":"statement","id":"Q1209200$7D93D19D-C722-4DA0-A6BA-D59EC1F79FC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"716423d80be8fec225892b6e841babc490b8b94c","datavalue":{"value":"non-anticipative functional","type":"string"},"datatype":"string"},"type":"statement","id":"Q1209200$3316F5FD-173C-40AA-BBB6-B10E159087E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6c6858c2d404c29c2e44433253577588102736e8","datavalue":{"value":"local asymptotic mixed normality","type":"string"},"datatype":"string"},"type":"statement","id":"Q1209200$692A5DB8-0A00-471D-99A1-06117E13A582","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"67467f0eee7d2586a3496296003cdd2753d62ada","datavalue":{"value":"conditional centered Gaussian variable","type":"string"},"datatype":"string"},"type":"statement","id":"Q1209200$91D24330-9F89-43CA-9E88-612005BE414B","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1209200$48F466D3-4BC6-434E-BC77-C25C806518ED","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f3302a8116485e838ee1f54001d4bf20fb019dce","datavalue":{"value":{"entity-type":"item","numeric-id":4723090,"id":"Q4723090"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"418344514a1607934b7e241910cc0bbfb35fb6ed","datavalue":{"value":{"amount":"+0.8691040277481079","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1209200$326CE5B9-044F-42E5-BC16-D7A76EAAADC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"63b753bb7f6203d4ef2da11d5de4c193402fe254","datavalue":{"value":{"entity-type":"item","numeric-id":4656235,"id":"Q4656235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0e0d26ed397340f695922af52fc5872c62ab1bbb","datavalue":{"value":{"amount":"+0.8434603810310364","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1209200$0C57CF18-8FF0-4A8A-991D-185E4630E053","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e953153035569565c785e948cabad73dcaf030d","datavalue":{"value":{"entity-type":"item","numeric-id":4311643,"id":"Q4311643"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d9c4444527aad5ec8eaebff23b13db29afb82646","datavalue":{"value":{"amount":"+0.8351443409919739","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1209200$156C5863-FBE6-49F8-A743-91F00D2BB0C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7ed4460328a0f6090cf4722e9955db78efe8d873","datavalue":{"value":{"entity-type":"item","numeric-id":3598832,"id":"Q3598832"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7a6e280477a73952fa6165c7044d934d8825d428","datavalue":{"value":{"amount":"+0.8326805830001831","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1209200$19535FB4-DCEF-4E54-8E57-38210371DD80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f9e647a14d7ff0eb226c61e300388120d4b2e74f","datavalue":{"value":{"entity-type":"item","numeric-id":1009661,"id":"Q1009661"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4390e59636903ef14776d3b4534472b5f7416f05","datavalue":{"value":{"amount":"+0.8200078010559082","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1209200$6B07FB8D-91FB-4B09-8086-32002F843EF8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1209200","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1209200"}}}}}