The normal approximation rate for the drift estimator of multidimensional diffusions

Statistical Inference for Stochastic Processes

Volumn 12, Issue 3, 2009, Pages 251-268

  Bianchi, Annamaria ^a  

^a UNIVERSITY OF BERGAMO   (Italy)

Author keywords

Drift estimation; Multidimensional diffusion process; Nonparametric estimation; Uniform central limit theorem

Indexed keywords

EID: 76049107157     PISSN: 13870874     EISSN: 15729311     Source Type: Journal    
DOI: 10.1007/s11203-008-9032-5     Document Type: Article

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