Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process (Q4918488)
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scientific article; zbMATH DE number 6157514
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| English | Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process |
scientific article; zbMATH DE number 6157514 |
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Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process (English)
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25 April 2013
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diffusion process
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adaptive estimation
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regeneration method
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mean square estimator
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model selection
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deviation inequalities
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0.8686827421188354
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0.8608033657073975
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0.8299807906150818
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0.826667845249176
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0.8251067996025085
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