The normal approximation rate for the drift estimator of multidimensional diffusions
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Publication:625296
DOI10.1007/s11203-008-9032-5zbMath1205.62117OpenAlexW2009322591MaRDI QIDQ625296
Publication date: 15 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-008-9032-5
nonparametric estimationuniform central limit theoremdrift estimationmultidimensional diffusion process
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