Superefficient drift estimation on the Wiener space

Comptes Rendus Mathematique

Volumn 343, Issue 9, 2006, Pages 607-612

  Privault, Nicolas ^a   Réveillac, Anthony ^b  

^a UNIVERSITÉ DE POITIERS   (France)

^b UNIVERSITÉ DE LA ROCHELLE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33750620214     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2006.10.002     Document Type: Article

References (3)

1. N. Privault, A. Réveillac, Stein estimation on the Wiener space, Preprint, 2006
2. Stein C. Estimation of the mean of a multivariate normal distribution. Ann. Statist. 9 6 (1981) 1135-1151
3. Üstünel A.S. An Introduction to Analysis on Wiener Space. Lecture Notes in Mathematics vol. 1610 (1995), Springer-Verlag