2000
Rates of convergence and asymptotic normality of curve estimators for ergodic diffusion processes
Publication
Publication
For ergodic diffusion processes, we study kernel-type estimators for the invariant density, its derivatives and the drift function. We determine rates of convergence and find the joint asymptotic distribution of the estimators at different points.
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| CWI. Probability, Networks and Algorithms [PNA] | |
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van Zanten, H. (2000). Rates of convergence and asymptotic normality of curve estimators for ergodic diffusion processes. CWI. Probability, Networks and Algorithms [PNA]. CWI. |
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