Central limit theorem for an estimator of the variance of a diffusion process in the multidimensional case (Q1322931)
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scientific article; zbMATH DE number 566218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for an estimator of the variance of a diffusion process in the multidimensional case |
scientific article; zbMATH DE number 566218 |
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Central limit theorem for an estimator of the variance of a diffusion process in the multidimensional case (English)
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24 July 1994
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central limit theorem
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estimator of the variance of a diffusion process
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characteristic functions
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