Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations
| Year of publication: |
2002
|
|---|---|
| Authors: | Reiß, Markus |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 5.2002, 2, p. 131-152
|
| Publisher: |
Springer |
| Subject: | stochastic delay differential equations | drift estimation | stationary Gaussian process | illposed problem | projection method | minimax rates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169135