Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Uniform deterministic equivalent of additive functionals and
  non-parametric drift estimation for one-dimensional recurrent diffusions   Usually the problem of drift estimation for a diffusion process is considered
under the hypothesis of ergodicity. It is less often considered under the
hypothesis of null-recurrence, simply because there are fewer limit theorems
and existing ones do not apply to the whole null-recurrent class. The aim of
this paper is to provide some limit theorems for additive functionals and
martingales of a general (ergodic or null) recurrent diffusion which would
allow us to have a somewhat unified approach to the problem of non-parametric
kernel drift estimation in the one-dimensional recurrent case. As a particular
example we obtain the rate of convergence of the Nadaraya--Watson estimator in
the case of a locally H\"{o}lder-continuous drift.

15
The categories of this paper are: nucl-ex
22
The categories of this paper are: chao-dyn
30
The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
21
The categories of this paper are: adap-org
31
The categories of this paper are: ao-sci
3
The categories of this paper are: physics
8
The categories of this paper are: hep-ex
13
The categories of this paper are: quant-ph
26
The categories of this paper are: bayes-an
32
The categories of this paper are: atom-ph
28
The categories of this paper are: alg-geom
33
The categories of this paper are: plasm-ph
19
The categories of this paper are: eess
29
The categories of this paper are: funct-an
16
The categories of this paper are: stat