The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296): Difference between revisions
From MaRDI portal
Latest revision as of 19:14, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The normal approximation rate for the drift estimator of multidimensional diffusions |
scientific article |
Statements
The normal approximation rate for the drift estimator of multidimensional diffusions (English)
0 references
15 February 2011
0 references
multidimensional diffusion process
0 references
nonparametric estimation
0 references
drift estimation
0 references
uniform central limit theorem
0 references
0 references
0 references