Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions

DOI10.1007/S11203-017-9163-7MaRDI QIDQ6870300zbMATH OpenFDO

Authors Frank van der Meulen, Moritz Schauer, Jan van Waaij

Publication date 21 January 2026

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

This page was built for publication: Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6870300)