Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations (Q1857351)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations |
scientific article |
Statements
Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations (English)
0 references
17 February 2003
0 references
stochastic delay differential equations
0 references
drift estimation
0 references
stationary Gaussian process
0 references
illposed problem
0 references
projection method
0 references
minimax rates
0 references