Pages that link to "Item:Q1322931"
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The following pages link to Central limit theorem for an estimator of the variance of a diffusion process in the multidimensional case (Q1322931):
Displaying 14 items.
- The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
- A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors (Q1361122) (← links)
- Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach (Q1611572) (← links)
- Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (Q2220436) (← links)
- Théorème de limite centrale pour un estimateur de la variance d'un processus de diffusion dans le cas multidimensionnel. (Central limit theorem for a variance estimator of a diffusion process in the multidimensional case) (Q3983184) (← links)
- Théorème de limite centrale pour un estimateur de la variance d'un processus de diffusion dans le plan. (Central limit theorem for a variance estimator of a diffusion process in the plane) (Q3983715) (← links)
- Estimation de la variance d'un processus de diffusion dans le cas multidimensionnel. (Estimation of the coefficient of a diffusion process in the multidimensional case) (Q3986699) (← links)
- (Q4315055) (← links)
- ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
- Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion (Q4671812) (← links)
- Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps (Q4685447) (← links)
- Central limit theorem for mean and variogram estimators in Lévy–based models (Q4968519) (← links)
- (Q5234736) (← links)
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
