eldorado.tu-dortmund.de/server/api/core/bitstreams/6760665c-fd7b-4e8e-9b0a-feb1c670b17f/content
(B)(t) and
L̂4(u, t) = m̂(u, t)− r̂4(t) , Û4(u, t) = m̂(u, t) + r̂4(t)
where r̂4(t) =
√ 2T⌊(1−α)B⌋(t)√
nbn √ m′
n(2⌈nbn⌉ −m′ n)
Output: Cn(t) = { f : [0, 1]2 → R | L̂4(u, t) ≤ f(u, t) ≤ Û4(u, t) ∀u ∈ [0 [...] + w1/2n−1/2τ−1/2−4/q′
n + w−1 + τ 2n
) ,
∥∥∥ sup u∈[0,γn)∪(1−γn,1]
t∈(0,1)
|σ̂2(u, t)− σ2(u, t)| ∥∥∥ q′ = O(gn) ,
where gn =
w5/2
n τ−1/q′
n + w1/2n−1/2τ−1/2−4/q′
n + w−1 + τn , (4.4)
γn = τn + w/n, q′ [...] n−⌈nbn⌉
)⊤ (4.6)
of the vector Z̃σ j in (4.2), where Ẑ σ̂
i,l = Ẑ σ̂ i (
l n ) = (Ẑ σ̂
i,l,1, . . . Ẑ σ̂ i,l,p)
⊤ .
Theorem 4.2. Assume that the conditions of Theorem 3.3(ii), Proposition 4.1 and Theorem …
