The normal approximation rate for the drift estimator of multidimensional diffusions

Annamaria Bianchi ()

Statistical Inference for Stochastic Processes, 2009, vol. 12, issue 3, 268 pages

Keywords: Multidimensional diffusion process; Nonparametric estimation; Drift estimation; Uniform central limit theorem (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11203-008-9032-5

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