Convergence rates of sums of α-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes

Shin Kanaya

doi:10.1017/S0266466616000323

Convergence rates of sums of α-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

2 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Econometric Theory
Vol/bind	33
Nummer	5
Sider (fra-til)	1121-1153
ISSN	0266-4666
DOI	https://doi.org/10.1017/S0266466616000323
Status	Udgivet - okt. 2017

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10.1017/S0266466616000323

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Citationsformater

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title = "Convergence rates of sums of α-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes",

author = "Shin Kanaya",

year = "2017",

month = oct,

doi = "10.1017/S0266466616000323",

language = "English",

volume = "33",

pages = "1121--1153",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "5",

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TY - JOUR

T1 - Convergence rates of sums of α-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes

AU - Kanaya, Shin

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DO - 10.1017/S0266466616000323

M3 - Journal article

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EP - 1153

JO - Econometric Theory

JF - Econometric Theory

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