Deviation of orderpfor estimators of the variance in first-order stochastic differential equation (SDE)
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Publication:5402480
DOI10.1080/02331880903235209zbMath1283.60036OpenAlexW2000048411WikidataQ115301468 ScholiaQ115301468MaRDI QIDQ5402480
Elvia Flores, José Rafael León
Publication date: 14 March 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880903235209
Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stochastic integrals (60H05) Markov processes: hypothesis testing (62M02) (L^p)-limit theorems (60F25)
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