Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes (Q1856452): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes |
scientific article |
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Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes (English)
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10 February 2003
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adaptive estimation
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diffusion processes
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minimax risk
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Lepski procedure
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