{"ID":2885163,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2508.05259","arxiv_id":"2508.05259","title":"Nonparametric Estimation from Correlated Copies of a Drifted Process","abstract":"This paper presents several situations leading to the observation of multiple correlated copies of a drifted process, and then non-asymptotic risk bounds are established on nonparametric estimators of the drift function $b_0$ and its derivative. For drifted Gaussian processes with a regular enough covariance function, a sharper risk bound is established on the estimator of $b_0'$, and a model selection procedure is provided with theoretical guarantees.","short_abstract":"This paper presents several situations leading to the observation of multiple correlated copies of a drifted process, and then non-asymptotic risk bounds are established on nonparametric estimators of the drift function $b_0$ and its derivative. For drifted Gaussian processes with a regular enough covariance function,...","url_abs":"https://arxiv.org/abs/2508.05259","url_pdf":"https://arxiv.org/pdf/2508.05259v2","authors":"[\"Nicolas Marie\"]","published":"2025-08-07T10:51:17Z","proceeding":"math.ST","tasks":"[\"math.ST\"]","methods":"[]","has_code":false}