Deviation of orderpfor estimators of the variance in first-order stochastic differential equation (SDE)

DOI10.1080/02331880903235209zbMath1283.60036OpenAlexW2000048411WikidataQ115301468 ScholiaQ115301468MaRDI QIDQ5402480

Elvia Flores, José Rafael León

Publication date: 14 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880903235209

zbMATH Keywords

central limit theoremvariance estimatordeviation in norm \(p\)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stochastic integrals (60H05) Markov processes: hypothesis testing (62M02) (L^p)-limit theorems (60F25)

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