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 |
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