Optimal nonparametric estimation for some semimartingale stochastic differential equations (Q5896583)
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scientific article; zbMATH DE number 4209370
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| English | Optimal nonparametric estimation for some semimartingale stochastic differential equations |
scientific article; zbMATH DE number 4209370 |
Statements
Optimal nonparametric estimation for some semimartingale stochastic differential equations (English)
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1990
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infinite dimensional parameter
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general optimality criterion
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Banach space
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optimality of a generalized score function
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semimartingale stochastic differential equation model
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Nelson-Aalen estimator
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cumulative hazard function
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diffusion models
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extended gamma process model
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0.9966505169868468
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0.8798667788505554
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0.8094426393508911
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0.8094426393508911
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0.8002960085868835
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