Wavelet estimation in diffusions with periodicity

DOI10.1007/s11203-012-9070-xzbMath1333.62110MaRDI QIDQ1757897

Michael Diether

Publication date: 7 November 2012

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-012-9070-x

zbMATH Keywords

exponential inequalityMarkov chaindiffusionswavelet estimatormoment inequalityestimation of unknown signalnonparametric rate of convergenceperiodic drift

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62M05: Markov processes: estimation; hidden Markov models

60J60: Diffusion processes

Related Items

Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean, Wavelet estimation in diffusions with periodicity

Cites Work

• Markov chains and stochastic stability
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