Fundamental Scientific Library of NAS RA

Adaptive sequential estimation for ergodic diffusion processes in quadratic metric /

Galtchouk, Leonid

Adaptive sequential estimation for ergodic diffusion processes in quadratic metric / By Leonid Galtchouk and Sergey Pergamenshchikov. - Strasbourg : Institut de recherche mathematique avancee, 2007. - v. - Prepublication de l' Institut de recherche mathematique avancee. Universite Louis Pasteur 2007/06, 2007/07 0755-3390 . - Prepublication de l' Institut de recherche mathematique avancee. Universite Louis Pasteur 2007/06, 2007/07 .

Includes bibliogr. references

Sharp non-asymptotic oracle inequalities ; Asymptotic efficiency Vol. 1. (2007; 34 p.) : Vol. 2. (2007; 34 p.) :


Mathematics


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