Adaptive drift estimation for nonparametric diffusion model

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Penalized nonparametric mean square estimation of the coefficients of diffusion processes (2007, result): “Asymptotic results were given for ergodic models as the length of the observation time interval tends to infinity: see, for instance, the reference paper by Banon [2], followed by more recent works by Prakasa Rao [30], Spokoiny [31], Kutoyants [28] or Dalalyan [18].”
Sharp adaptive estimation of the drift function for ergodic diffusions (2005, methodology): “The adaptive estimation of the drift at a fixed point based on continuous-time observations has been studied by Spokoiny [34], who has applied the Lepskii method (see [28]) to the locally linear smoothers in order to construct an adaptive rateoptimal procedure.”