2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/220889Using integration by parts on Gaussian space we construct a Stein Unbiased Risk Estimator (SURE) for the drift of Gaussian processes using their local and occupation times. By almost-sure minimization of the SURE risk of shrinkage estimators we derive an estimation and de-noising procedure for an input signal perturbed by a continuous-time Gaussian noise.Statistics TheoryRisk Management93E10, 93E14, 60G35, 60H07 (Primary)text