Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion (Q4671812): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1994431499 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic normality of \(L_ p\)-norms of empirical functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-linear functionals of the Brownian bridge and some applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem for an estimator of the variance of a diffusion process in the multidimensional case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3746578 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4695794 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The \(L_1\)-norm density estimator process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4349243 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple Wiener-Ito integrals. With applications to limit theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Crossings and occupation measures for a class of semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference on the variance and smoothing of the paths of diffusions. (Statistique sur la variance et régularisation des trajectoires de diffusions) / rank
 
Normal rank
Property / cites work
 
Property / cites work: About the Lindeberg method for strongly mixing sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Convergence Rate in the Central Limit Theorem for <i>m</i>-Dependent Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non parametric estimation of the diffusion coefficient of a diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach / rank
 
Normal rank

Latest revision as of 10:32, 10 June 2024

scientific article; zbMATH DE number 2161879
Language Label Description Also known as
English
Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion
scientific article; zbMATH DE number 2161879

    Statements

    Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion (English)
    0 references
    0 references
    0 references
    26 April 2005
    0 references
    Variance estimator
    0 references
    kernel
    0 references
    \(L^p\)-deviation
    0 references
    central limit theorem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references