Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths
Crossref DOI link: https://doi.org/10.1007/s11203-025-09335-8
Published Online: 2025-11-08
Published Print: 2025-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ella-Mintsa, Eddy-Michel
Text and Data Mining valid from 2025-11-08
Version of Record valid from 2025-11-08
Article History
Received: 27 December 2024
Accepted: 2 November 2025
First Online: 8 November 2025
Declarations
:
: The authors declare no competing interests.