• Aucun résultat trouvé

Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions

N/A
N/A
Protected

Academic year: 2021

Partager "Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions"

Copied!
27
0
0

Texte intégral

Références

Documents relatifs

For example, if this patient who previously had an intermediate risk event on an unboosted protease inhibitor therapy experienced the first virological failure on a

Domain disruption and mutation of the bZIP transcription factor, MAF, associated with cataract, ocular anterior segment dysgenesis and coloboma Robyn V.. Jamieson1,2,*, Rahat

Effects of en¯urane, iso¯urane, sevo¯urane and des¯urane on reperfusion injury after regional myocardial ischaemia in the rabbit heart in vivo. Bene®cial effects of sevo¯urane

Later, in the paper [5] a nonasymptotic oracle inequality was proved for the drift coefficient estimation problem in a special empiric quadratic risk based on discrete

The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent dis- turbances given by a general square

As to the nonpara- metric estimation problem for heteroscedastic regression models we should mention the papers by Efromovich, 2007, Efromovich, Pinsker, 1996, and

To obtain the Pinsker constant for the model (1.1) one has to prove a sharp asymptotic lower bound for the quadratic risk in the case when the noise variance depends on the

Inspired both by the advances about the Lepski methods (Goldenshluger and Lepski, 2011) and model selection, Chagny and Roche (2014) investigate a global bandwidth selection method