Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (Q5697359)
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scientific article; zbMATH DE number 2214715
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| English | Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes |
scientific article; zbMATH DE number 2214715 |
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Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (English)
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17 October 2005
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asymptotic efficiency
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drift estimation
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ergodic diffusion
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global risk
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local risk
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nonparametric sequential estimation
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0.9008986949920654
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0.9008986949920654
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0.8989099860191345
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0.8921758532524109
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0.8791435956954956
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