Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Spectral estimation for diffusions with random sampling times   The nonparametric estimation of the volatility and the drift coefficient of a
scalar diffusion is studied when the process is observed at random time points.
The constructed estimator generalizes the spectral method by Gobet, Hoffmann
and Rei{\ss} [Ann. Statist. 32 (2006), 2223-2253]. The estimation procedure is
optimal in the minimax sense and adaptive with respect to the sampling time
distribution and the regularity of the coefficients. The proofs are based on
the eigenvalue problem for the generalized transition operator. The finite
sample performance is illustrated in a numerical example.

17
The categories of this paper are: q-fin
33
The categories of this paper are: plasm-ph
37
The categories of this paper are: supr-con
22
The categories of this paper are: chao-dyn
31
The categories of this paper are: ao-sci
19
The categories of this paper are: eess
0
The categories of this paper are: hep-ph
11
The categories of this paper are: hep-lat
1
The categories of this paper are: cs
35
The categories of this paper are: mtrl-th
27
The categories of this paper are: comp-gas
18
The categories of this paper are: econ
34
The categories of this paper are: chem-ph
21
The categories of this paper are: adap-org
28
The categories of this paper are: alg-geom
26
The categories of this paper are: bayes-an