Wavelet estimation in diffusions with periodicity (Q1757897)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Wavelet estimation in diffusions with periodicity
scientific article

    Statements

    Wavelet estimation in diffusions with periodicity (English)
    0 references
    0 references
    7 November 2012
    0 references
    diffusions
    0 references
    periodic drift
    0 references
    estimation of unknown signal
    0 references
    wavelet estimator
    0 references
    nonparametric rate of convergence
    0 references
    Markov chain
    0 references
    moment inequality
    0 references
    exponential inequality
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references