Uniform concentration inequality for ergodic diffusion processes observed at discrete timesReportar como inadecuado



 Uniform concentration inequality for ergodic diffusion processes observed at discrete times


Uniform concentration inequality for ergodic diffusion processes observed at discrete times - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Descargar gratis o leer online en formato PDF el libro: Uniform concentration inequality for ergodic diffusion processes observed at discrete times
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes. As an application we consider the nonparametric pointwise estimation problem for the drift coefficient under discrete time observations.



Autor: Leonid Galtchouk; Serguei Pergamenchtchikov

Fuente: https://archive.org/



DESCARGAR PDF




Documentos relacionados