Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (Q2634903): Difference between revisions
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scientific article
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English | Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions |
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Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (English)
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10 February 2016
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ergodic diffusion
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minimax drift estimation
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exact constants in nonparametric smoothing
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sharp adaptivity
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pointwise risk
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