Central limit theorem for an estimator of the variance of a diffusion process in the multidimensional case
type: Item
instance of: scholarly article
title: Central limit theorem for an estimator of the variance of a diffusion process in the multidimensional case
zbMATH Open document ID: 0792.60017
author: Pierre Brugière
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1994-07-24T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77462
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 566218
zbMATH Keywords: central limit theorem
zbMATH Keywords: estimator of the variance of a diffusion process
zbMATH Keywords: characteristic functions
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 566218