Drift estimation from -mixing sequences

MaRDI QIDQ3536310zbMATH OpenFDO

Authors Mounir Arfi

Publication date 21 November 2008

Full work available at URL https://eudml.org/doc/129659

zbMATH Keywords

\(\tilde{\rho}\)-mixing sequencesalmost sure convergencediffusion equationdrift coefficientkernel estimate

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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