Spectral estimation for diffusions with random sampling times (Q311984)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Spectral estimation for diffusions with random sampling times |
scientific article |
Statements
Spectral estimation for diffusions with random sampling times (English)
0 references
13 September 2016
0 references
ergodic diffusion processes
0 references
generalized transition operator
0 references
Lepski's method
0 references
minimax optimal convergence rates
0 references
nonparametric estimation
0 references
random sampling
0 references
0 references
0 references
0 references
0 references