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

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Latest revision as of 16:31, 10 June 2024

scientific article; zbMATH DE number 2214715
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English
Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes
scientific article; zbMATH DE number 2214715

    Statements

    Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (English)
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    17 October 2005
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    asymptotic efficiency
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    drift estimation
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    ergodic diffusion
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    global risk
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    local risk
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    nonparametric sequential estimation
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    Identifiers

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