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Cited article:

Uniformly asymptotic normality of estimation of the drift function for diffusion processes

Shanchao Yang, Qi Lan, Xueyan Xu and Zhu Liang
Journal of Statistical Planning and Inference 239 106274 (2025)
https://doi.org/10.1016/j.jspi.2025.106274

Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data

Xuguo Ye, Yanyong Zhao, Jinguan Lin and Weifang Long
Journal of Systems Science and Complexity 35 (6) 2398 (2022)
https://doi.org/10.1007/s11424-022-1041-8

Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions

Richard Nickl and Kolyan Ray
The Annals of Statistics 48 (3) (2020)
https://doi.org/10.1214/19-AOS1851

Deviation Inequalities for Centered Additive Functionals of Recurrent Harris Processes Having General State Space

Eva Löcherbach and Dasha Loukianova
Journal of Theoretical Probability 25 (1) 231 (2012)
https://doi.org/10.1007/s10959-010-0310-y