On the uniform convergence of the empirical density of an ergodic diffusion

DOI10.1023/A:1009949802518zbMath0989.60032OpenAlexW2112567323MaRDI QIDQ5937004

J. H. van Zanten

Publication date: 22 July 2002

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009949802518

zbMATH Keywords

uniform convergencelocal timedensity estimationempirical densityergodic diffusions

Mathematics Subject Classification ID

Strong limit theorems (60F15) Diffusion processes (60J60) General theory of stochastic processes (60G07)

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Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes ⋮ Some problems in nonparametric inference for the stress release process related to the local time ⋮ Quasi-likelihood estimation of a threshold diffusion process ⋮ UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH ⋮ Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes

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