Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188)
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scientific article; zbMATH DE number 5930607
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| English | Adaptive sequential estimation for ergodic diffusion processes in quadratic metric |
scientific article; zbMATH DE number 5930607 |
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Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (English)
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22 July 2011
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adaptive nonparametric estimation
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non-asymptotic estimation
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model selection
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sharp oracle inequality
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quadratic risk
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sequential estimation
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asymptotic bounds
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efficient estimation
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0.8827666640281677
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0.8798509836196899
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0.8791435956954956
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0.8689951300621033
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0.8689951300621033
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