Wavelet estimation in diffusions with periodicity (Q1757897)
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scientific article; zbMATH DE number 6102636
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| English | Wavelet estimation in diffusions with periodicity |
scientific article; zbMATH DE number 6102636 |
Statements
Wavelet estimation in diffusions with periodicity (English)
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7 November 2012
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diffusions
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periodic drift
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estimation of unknown signal
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wavelet estimator
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nonparametric rate of convergence
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Markov chain
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moment inequality
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exponential inequality
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0.8177584409713745
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0.8060783743858337
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0.7973788976669312
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0.7961223125457764
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