Set Estimation from Reflected Brownian Motion

DOI10.1111/rssb.12149zbMath1414.62108arXiv1411.0433OpenAlexW2255421478WikidataQ60540689 ScholiaQ60540689MaRDI QIDQ5378381

Beatriz Pateiro-López, Alejandro Cholaquidis, Gábor Lugosi, Ricardo Fraiman

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.0433

zbMATH Keywords

set estimationreflected Brownian motionhome range estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Brownian motion (60J65)

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