Nonparametric adaptive estimation for interacting particle systems
نویسندگان
چکیده
We consider a stochastic system of N $$ interacting particles with constant diffusion coefficient and drift linear in space, time-depending on two unknown deterministic functions. Our concern here is the nonparametric estimation these functions from continuous observation process [ 0 , T ] \left[0,T\right] for fixed large . define collections projection estimators belonging to finite-dimensional subspaces
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2023
ISSN: ['0303-6898', '1467-9469']
DOI: https://doi.org/10.1111/sjos.12661