Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760): Difference between revisions

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Revision as of 17:18, 27 May 2024

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Minimax estimation of the diffusion coefficient through irregular samplings
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    Minimax estimation of the diffusion coefficient through irregular samplings (English)
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    19 October 1997
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    wavelet orthonormal bases
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    time dependent diffusion coefficient
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    diffusion process
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    Besov spaces
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    minimax rate of convergence
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    linear estimators
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    fast wavelets methods
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    functional estimation
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    irregular sampling schemes
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