Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths

@article{eddy-michel2025,
  title        = {{Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths}},
  author       = {Eddy-Michel Ella-Mintsa},
  journal      = {Statistical Inference for Stochastic Processes},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1007/s11203-025-09335-8},
}

TY  - JOUR
TI  - Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths
AU  - Ella-Mintsa, Eddy-Michel
JO  - Statistical Inference for Stochastic Processes
PY  - 2025
ER  -

Eddy-Michel Ella-Mintsa (2025). Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths. *Statistical Inference for Stochastic Processes*. https://doi.org/https://doi.org/10.1007/s11203-025-09335-8

Eddy-Michel Ella-Mintsa. "Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths." *Statistical Inference for Stochastic Processes* (2025). https://doi.org/https://doi.org/10.1007/s11203-025-09335-8.

Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths
Eddy-Michel Ella-Mintsa · Statistical Inference for Stochastic Processes · 2025
https://doi.org/https://doi.org/10.1007/s11203-025-09335-8