Pages that link to "Item:Q4551596"
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The following pages link to Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes (Q4551596):
Displaying 17 items.
- Asymptotic behavior of the transition density of an ergodic linear diffusion (Q713086) (← links)
- Nonparametric Bayesian inference for ergodic diffusions (Q730843) (← links)
- Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions (Q927367) (← links)
- Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842) (← links)
- On Castellana-Leadbetter's condition for diffusion density estimation (Q1567083) (← links)
- Uniform concentration inequality for ergodic diffusion processes observed at discrete times (Q1761486) (← links)
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
- Local time and convergence of empirical estimators (Q2845208) (← links)
- KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS (Q3107928) (← links)
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators (Q4455950) (← links)
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
- Flexible Bayesian inference for diffusion processesusing splines (Q6087239) (← links)
- Asymptotic normality of kernel density estimation for mixing high-frequency data (Q6669476) (← links)
