Sharp adaptive estimation of the drift function for ergodic diffusions

Annals of Statistics

Volumn 33, Issue 6, 2005, Pages 2507-2528

  Dalalyan, Arnak ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Ergodic diffusion; Invariant density; Minimax drift estimation; Pinsker's constant; Sharp adaptivity

Indexed keywords

EID: 33644900974     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053605000000615     Document Type: Article

References (35)

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