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The normal approximation rate for the drift estimator of multidimensional diffusions

โœ Scribed by Annamaria Bianchi


Publisher
Springer Netherlands
Year
2009
Tongue
English
Weight
266 KB
Volume
12
Category
Article
ISSN
1387-0874

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The convergence rate for the normal appr
โœ Shihong Cheng; Yongcheng Qi ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 338 KB

This paper derives the normal convergence rate for sums of extreme values. The exact rates are obtained under some regularity and smoothing conditions on the tail of the distribution of the sample.