Sharp adaptive estimation of the drift function for ergodic diffusions
- Author
- DALALYAN, Arnak1
[1] Université Paris VI, France - Source
Annals of statistics. 2005, Vol 33, Num 6, pp 2507-2528, 22 p ; ref : 35 ref
- CODEN
- ASTSC7
- ISSN
- 0090-5364
- Scientific domain
- Mathematics
- Publisher
- Institute of Mathematical Statistics, Hayward, CA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Ergodicité Estimation adaptative Estimation densité Estimation erreur Fonction régulière Méthode statistique Processus diffusion Processus ergodique Erreur quadratique Estimation fonction Fonction dérive Minimisation risque
- Keyword (en)
- Ergodicity Adaptive estimation Density estimation Error estimation Smooth function Statistical method Diffusion process Ergodic process Function estimation Drift function Risk minimization
- Keyword (es)
- Ergodicidad Estimación adaptativa Estimación densidad Estimación error Función regular Método estadístico Proceso difusión Proceso ergódico
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 17558329
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1214/009053605000000615 
https://dx.doi.org/10.1214/009053605000000615
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