Wavelet estimation in diffusions with periodicity
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Publication:1757897
DOI10.1007/s11203-012-9070-xzbMath1333.62110MaRDI QIDQ1757897
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
exponential inequalityMarkov chaindiffusionswavelet estimatormoment inequalityestimation of unknown signalnonparametric rate of convergenceperiodic drift
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
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Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean, Wavelet estimation in diffusions with periodicity
Cites Work
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