Adaptive estimation in diffusion processes

Martingale Limit Theory and its Application.

R. M. Loynes, Peter Hall, C. C. Heyde · Journal of the Royal Statistical Society Series A (General) · 1984 · 2.8K citations · Full text

Engineering, Economics, Mathematics +12

Wavelet Shrinkage: Asymptopia?

David L. Donoho, Iain M. Johnstone, Gérard Kerkyacharian et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1995 · 1.8K citations

Computing, Computer Science, Machine Learning +13

Minimax estimation via wavelet shrinkage

David L. Donoho, Iain M. Johnstone · The Annals of Statistics · 1998 · 1K citations · Full text

Natural Sciences, Computer Science, Mathematics +13

Density estimation by wavelet thresholding

David L. Donoho, Iain M. Johnstone, Gérard Kerkyacharian et al. · The Annals of Statistics · 1996 · 773 citations · Full text

Natural Sciences, Mathematics, Optimization +15

On estimating the diffusion coefficient from discrete observations

Danielle Florens-Zmirou · Journal of Applied Probability · 1993 · 259 citations

Natural Sciences, Mathematics, Probability Theory +16