Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (Q5697359): Difference between revisions

@@ Property / author @@
-Leonid I. Galtchouk
@@ Property / author: Leonid I. Galtchouk / rank @@
-Normal rank
@@ Property / author @@
-Serguei Pergamenchtchikov
@@ Property / author: Serguei Pergamenchtchikov / rank @@
-Normal rank
@@ Property / author @@
+Leonid I. Galtchouk
@@ Property / author: Leonid I. Galtchouk / rank @@
+Normal rank
@@ Property / author @@
+Serguei Pergamenchtchikov
@@ Property / author: Serguei Pergamenchtchikov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive Estimation in Diffusion Model
@@ Property / cites work: Recursive Estimation in Diffusion Model / rank @@
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+Asymptotic equivalence of nonparametric regression and white noise
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+On minimax identification of nonparametric autoregressive models
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+On Sequential Estimation under the Conditions of Local Asymptotic Normality
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+Q5653395
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+Renormalization and white noise approximation for nonparametric functional estimation problems
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+Adaptive drift estimation for nonparametric diffusion model.
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@@ links / mardi / name / links / mardi / name @@
+Publication:5697359