Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188)

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Adaptive sequential estimation for ergodic diffusion processes in quadratic metric
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    Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (English)
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    22 July 2011
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    adaptive nonparametric estimation
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    non-asymptotic estimation
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    model selection
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    sharp oracle inequality
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    quadratic risk
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    sequential estimation
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    asymptotic bounds
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    efficient estimation
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