Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions

DOI10.1007/s00440-014-0614-4zbMath1332.62290OpenAlexW2095182939MaRDI QIDQ2634903

Claudia Strauch

Publication date: 10 February 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-014-0614-4

zbMATH Keywords

ergodic diffusionminimax drift estimationsharp adaptivityexact constants in nonparametric smoothingpointwise risk

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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