Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations

Markus Reiss

Statistical Inference for Stochastic Processes, 2002, vol. 5, issue 2, 152 pages

Keywords: stochastic delay differential equations, drift estimation, stationary Gaussian process, illposed problem, projection method; minimax rates, (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1016356826470

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