Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (Q5697359): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claims |
||
| Property / author | |||
| Property / author: Leonid I. Galtchouk / rank | |||
| Property / author | |||
| Property / author: Serguei Pergamenchtchikov / rank | |||
Revision as of 23:14, 19 February 2024
scientific article; zbMATH DE number 2214715
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
17 October 2005
0 references
asymptotic efficiency
0 references
drift estimation
0 references
ergodic diffusion
0 references
global risk
0 references
local risk
0 references
nonparametric sequential estimation
0 references
