Pages that link to "Item:Q4455950"
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The following pages link to On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators (Q4455950):
Displaying 6 items.
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
- Goodness of fit test for ergodic diffusion processes (Q904055) (← links)
- An estimator for the relative entropy rate of path measures for stochastic differential equations (Q1691735) (← links)
- On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940) (← links)
- Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes (Q4551596) (← links)
