Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4297810530 / rank | |||
Normal rank |
Revision as of 21:17, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sharp adaptive estimation of the drift function for ergodic diffusions |
scientific article |
Statements
Sharp adaptive estimation of the drift function for ergodic diffusions (English)
0 references
23 March 2006
0 references
invariant density
0 references
minimax drift estimation
0 references
Pinsker's constant
0 references
sharp adaptivity
0 references