Adaptive efficient analysis for big data ergodic diffusion models (Q2137741)
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scientific article; zbMATH DE number 7527234
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| English | Adaptive efficient analysis for big data ergodic diffusion models |
scientific article; zbMATH DE number 7527234 |
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Adaptive efficient analysis for big data ergodic diffusion models (English)
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16 May 2022
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adaptive nonparametric drift estimation
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asymptotic efficiency
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discrete time data
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nonasymptotic estimation
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model selection
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quadratic risk
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sharp oracle inequality
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0.825742244720459
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0.8243445754051208
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0.8029966950416565
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0.7940826416015625
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0.7903489470481873
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