Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295): Difference between revisions
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Revision as of 07:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp adaptive drift estimation for ergodic diffusions: the multivariate case |
scientific article |
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Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (English)
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11 June 2015
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ergodic diffusion
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minimax drift estimation
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Pinsker's constant
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sharp minimax adaptivity
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