Adaptive estimation in diffusion processes.

DOI10.1016/S0304-4149(98)00074-XzbMath1043.62528OpenAlexW2071643496MaRDI QIDQ1593591

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00074-x

zbMATH Keywords

Besov spaces discrete observations diffusion processes adaptive estimation nonparametric regression minimax estimation wavelet orthonormal bases

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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