Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
DOI10.1007/S11203-007-9010-3zbMATH Open1204.60032OpenAlexW1969862983MaRDI QIDQ623478FDOQ623478
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-007-9010-3
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Cited In (3)
- Convergence rates of posterior distributions for Brownian semimartingale models
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions
- Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
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