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  2000c), Uniform convergence of curve estimators for ergodic diusion processes, CWI-report PNA-R0006 [1 citations — 0 self]

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by J. H. Van Zanten
http://www.cwi.nl/ftp/CWIreports/PNA/PNA-R0006.ps.Z
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Abstract:

Centrum voor Wiskunde en Informatica Uniform convergence of curve estimators for ergodic diffusion processes J.H. van Zanten

Citations

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4 Nonparametric Identi for Diusion Processes – Banon - 1978
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4 Density estimation in a continuous-time stationary Markov process – Nguyen - 1979
3 Entropy Methods for Martingales – Nishiyama - 2000
3 On the uniform convergence of the empirical density of an ergodic diusion – Zanten - 2000
1 Rates of convergence and asymptotic normality of curve estimators for ergodic diusion processes – Zanten - 2000
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