Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842): Difference between revisions

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+Leonid I. Galtchouk
@@ Property / author: Leonid I. Galtchouk / rank @@
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+Serguei Pergamenchtchikov
@@ Property / author: Serguei Pergamenchtchikov / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11203-005-3248-4
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+W1973164921
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@@ Property / cites work @@
+Nonparametric Identification for Diffusion Processes
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+Recursive Estimation in Diffusion Model
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+Local minimax pointwise estimation of a multivariate density
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+Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)
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+Adaptive drift estimation for nonparametric diffusion model.
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+Optimal global rates of convergence for nonparametric regression
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+Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
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