Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions |
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Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (English)
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8 October 2009
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Harris recurrence
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diffusion processes
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limit theorems
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additive functionals
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non-parametric estimation
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Nadaraya-Watson estimator
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rate of convergence
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