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- W2761789740 abstract "In this paper, we consider the robust adaptive non parametric estimation problem for the drift coefficient in diffusion processes. An adaptive model selection procedure, based on the improved weighted least square estimates, is proposed. Sharp oracle inequalities for the robust risk have been obtained." @default.
- W2761789740 created "2017-10-20" @default.
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- W2761789740 date "2018-06-01" @default.
- W2761789740 modified "2023-09-24" @default.
- W2761789740 title "Improved nonparametric estimation of the drift in diffusion processes" @default.
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