Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698)
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scientific article; zbMATH DE number 5611461
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| English | Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions |
scientific article; zbMATH DE number 5611461 |
Statements
Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (English)
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8 October 2009
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Harris recurrence
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diffusion processes
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limit theorems
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additive functionals
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non-parametric estimation
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Nadaraya-Watson estimator
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rate of convergence
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0.8491083979606628
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0.7972471714019775
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0.7920405864715576
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0.7916314601898193
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0.7913359999656677
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