Deviation of order<i>p</i>for estimators of the variance in first-order stochastic differential equation (SDE) (Q5402480)
From MaRDI portal
scientific article; zbMATH DE number 6270022
Language | Label | Description | Also known as |
---|---|---|---|
English | Deviation of order<i>p</i>for estimators of the variance in first-order stochastic differential equation (SDE) |
scientific article; zbMATH DE number 6270022 |
Statements
Deviation of order<i>p</i>for estimators of the variance in first-order stochastic differential equation (SDE) (English)
0 references
14 March 2014
0 references
variance estimator
0 references
deviation in norm \(p\)
0 references
central limit theorem
0 references