Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979): Difference between revisions

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Property / author: Arnak S. Dalalyan / rank
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Latest revision as of 12:23, 24 June 2024

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Sharp adaptive estimation of the drift function for ergodic diffusions
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    Sharp adaptive estimation of the drift function for ergodic diffusions (English)
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    23 March 2006
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    invariant density
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    minimax drift estimation
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    Pinsker's constant
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    sharp adaptivity
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