Adaptive estimation in diffusion processes
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References listed on IDEAS
- Kerkyacharian, Gérard & Picard, Dominique, 1993. "Density estimation by kernel and wavelets methods: Optimality of Besov spaces," Statistics & Probability Letters, Elsevier, vol. 18(4), pages 327-336, November.
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- Hoffmann, Marc, 1999. "On nonparametric estimation in nonlinear AR(1)-models," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 29-45, August.
- Comte, F. & Genon-Catalot, V. & Rozenholc, Y., 2009. "Nonparametric adaptive estimation for integrated diffusions," Stochastic Processes and their Applications, Elsevier, vol. 119(3), pages 811-834, March.
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More about this item
KeywordsMinimax estimation Adaptive estimation Diffusion processes Discrete observations Nonparametric regression Wavelet orthonormal bases Besov spaces;
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