The normal approximation rate for the drift estimator of multidimensional diffusions
| Year of publication: |
2009
|
|---|---|
| Authors: | Bianchi, Annamaria |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 3, p. 251-268
|
| Publisher: |
Springer |
| Subject: | Multidimensional diffusion process | Nonparametric estimation | Drift estimation | Uniform central limit theorem |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008491580