Optimal nonparametric estimation for some semimartingale stochastic differential equations (Q5896583): Difference between revisions

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Revision as of 17:13, 21 June 2024

scientific article; zbMATH DE number 4209370
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English
Optimal nonparametric estimation for some semimartingale stochastic differential equations
scientific article; zbMATH DE number 4209370

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    Optimal nonparametric estimation for some semimartingale stochastic differential equations (English)
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    1990
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    infinite dimensional parameter
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    general optimality criterion
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    Banach space
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    optimality of a generalized score function
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    semimartingale stochastic differential equation model
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    Nelson-Aalen estimator
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    cumulative hazard function
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    diffusion models
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    extended gamma process model
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