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Estimation Non-Param trique Pour Des Processus de Diffusion

Language FrenchFrench
Book Paperback
Book Estimation Non-Param trique Pour Des Processus de Diffusion Arnak Dalalyan
Libristo code: 06916722
Publishers Omniscriptum, February 2018
Cette thčse est consacrée ŕ deux problčmes d'estimation non-paramétrique dans le cadre des processus... Full description
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Cette thčse est consacrée ŕ deux problčmes d'estimation non-paramétrique dans le cadre des processus de diffusion stationnaires. Dans les deux problčmes, on suppose qu'une trajectoire continue d'un processus de diffusion est observée sur un intervalle du temps fini. Nous étudions d'abord le problčme de l'estimation de la dérivée de la densité invariante en développant des approches minimax local et global. Nous utilisons ensuite ces résultats pour proposer un estimateur du coefficient de dérive qui est asymptotiquement minimax lorsque le temps d'observation croît vers l'infini.

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About the book

Full name Estimation Non-Param trique Pour Des Processus de Diffusion
Language French
Binding Book - Paperback
Date of issue 2018
Number of pages 108
EAN 9786131546839
ISBN 6131546835
Libristo code 06916722
Publishers Omniscriptum
Weight 168
Dimensions 152 x 229 x 7
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