Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (Q2634903): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00440-014-0614-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2095182939 / rank | |||
Normal rank | |||
Revision as of 14:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions |
scientific article |
Statements
Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (English)
0 references
10 February 2016
0 references
ergodic diffusion
0 references
minimax drift estimation
0 references
exact constants in nonparametric smoothing
0 references
sharp adaptivity
0 references
pointwise risk
0 references
