Lp estimation of the diffusion coefficient

Bernoulli

Volumn 5, Issue 3, 1999, Pages 447-481

  Hoffmann, Marc ^a,b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b Université Parix VII Paris   (France)

Author keywords

Besov spaces; Diffusion processes; Local time; Minimax estimation; Nonparametric regression; Wavelet orthonormal bases; Wavelets on the interval

Indexed keywords

EID: 0000806381     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318712     Document Type: Article

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