Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion (Q4671812)
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scientific article; zbMATH DE number 2161879
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English | Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion |
scientific article; zbMATH DE number 2161879 |
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Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion (English)
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26 April 2005
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Variance estimator
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kernel
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\(L^p\)-deviation
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central limit theorem
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