Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations (Q1857351)

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Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations
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    Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations (English)
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    17 February 2003
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    stochastic delay differential equations
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    drift estimation
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    stationary Gaussian process
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    illposed problem
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    projection method
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    minimax rates
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