Adaptive nonparametric drift estimation for diffusion processes using Faber--Schauder expansions

Author(s):: Meulen, F. van der; Schauer, M.R. (0000-0003-3310-7915); Waaij, J. van

Editor(s):: Schauer, M.

Published: 2018
Publication type: Article / Letter to editor

Date issued: 2018
Language: English
Is part of: Statistical Inference for Stochastic Processes (2018), Vol. 21, no. 3, p. 603-628
hdl: 1887/50162
doi: 10.1007/s11203-017-9163-7
URL: https://arxiv.org/abs/1612.05124