Lp estimation of the diffusion coefficient
Lp estimation of the diffusion coefficient
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Bernoulli Society for Mathematical Statistics and Probability
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English
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Bernoulli Society for Mathematical Statistics and Probability
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Contents
We study the functional estimation of the space-dependent diffusion coefficient in a one-dimensional framework. The sample path is observed at discrete times. We study global [math] -loss errors [math] over Besov spaces [math] . We show that, under suitable conditions, the minimax rate of convergence is the usual [math] . Linking our model to nonpa...
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Full title
Lp estimation of the diffusion coefficient
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_bj_1172617199
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_bj_1172617199
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DOI
10.2307/3318712
