Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188): Difference between revisions
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scientific article
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English | Adaptive sequential estimation for ergodic diffusion processes in quadratic metric |
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Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (English)
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22 July 2011
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adaptive nonparametric estimation
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non-asymptotic estimation
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model selection
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sharp oracle inequality
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quadratic risk
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sequential estimation
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asymptotic bounds
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efficient estimation
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