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The normal approximation rate for the drift estimator of multidimensional diffusions

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  • Annamaria Bianchi

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  • Annamaria Bianchi, 2009. "The normal approximation rate for the drift estimator of multidimensional diffusions," Statistical Inference for Stochastic Processes, Springer, vol. 12(3), pages 251-268, October.
    • Handle: RePEc:spr:sistpr:v:12:y:2009:i:3:p:251-268
    DOI: 10.1007/s11203-008-9032-5
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    References listed on IDEAS

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    1. Castellana, J. V. & Leadbetter, M. R., 1986. "On smoothed probability density estimation for stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 179-193, February.
    2. Bandi, Federico M. & Moloche, Guillermo, 2018. "On The Functional Estimation Of Multivariate Diffusion Processes," Econometric Theory, Cambridge University Press, vol. 34(4), pages 896-946, August.
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