Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions
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Publication:2634903
DOI10.1007/s00440-014-0614-4zbMath1332.62290MaRDI QIDQ2634903
Publication date: 10 February 2016
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-014-0614-4
ergodic diffusion; minimax drift estimation; sharp adaptivity; exact constants in nonparametric smoothing; pointwise risk
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62M05: Markov processes: estimation; hidden Markov models
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