Asymptotics for the Lp-deviation of the variance estimator under diffusion

Author: Doukhan Paul   León José R.  

Publisher: Edp Sciences

E-ISSN: 1262-3318|8|issue|132-149

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.8, Iss.issue, 2010-03, pp. : 132-149

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Abstract