Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes

Journal of Nonparametric Statistics

Volumn 13, Issue 6, 2001, Pages 833-850

  Van Zanten, Harry ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Asymptotic normality; Ergodic diffusions; Nonparametric estimation; Rate of convergence

Indexed keywords

EID: 0042983816     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250108832880     Document Type: Article

References (12)

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