The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s11203-008-9032-5 / rank
 
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Latest revision as of 19:14, 3 July 2024

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The normal approximation rate for the drift estimator of multidimensional diffusions
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    The normal approximation rate for the drift estimator of multidimensional diffusions (English)
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    15 February 2011
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    multidimensional diffusion process
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    nonparametric estimation
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    drift estimation
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    uniform central limit theorem
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