Adaptive estimation in diffusion processes

Stochastic Processes and their Applications

Volumn 79, Issue 1, 1999, Pages 135-163

  Hoffmann, Marc ^a  

^a UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Adaptive estimation; Besov spaces; Diffusion processes; Discrete observations; Minimax estimation; Nonparametric regression; Wavelet orthonormal bases

Indexed keywords

EID: 0002144640     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00074-X     Document Type: Article

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