The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296)
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scientific article; zbMATH DE number 5851795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The normal approximation rate for the drift estimator of multidimensional diffusions |
scientific article; zbMATH DE number 5851795 |
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The normal approximation rate for the drift estimator of multidimensional diffusions (English)
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15 February 2011
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multidimensional diffusion process
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nonparametric estimation
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drift estimation
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uniform central limit theorem
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0.90210545
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0.8959355
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0.89315826
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0.89183605
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0.8885493
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0.88692373
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0.8843151
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0.8826095
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