Deviation of orderpfor estimators of the variance in first-order stochastic differential equation (SDE)

DOI10.1080/02331880903235209zbMath1283.60036WikidataQ115301468 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

zbMATH Keywords

central limit theorem; variance estimator; deviation in norm \(p\)

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62M05: Markov processes: estimation; hidden Markov models

60J60: Diffusion processes

60H05: Stochastic integrals

62M02: Markov processes: hypothesis testing

60F25: (L^p)-limit theorems

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