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 |
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