On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators
| Year of publication: |
2003
|
|---|---|
| Authors: | Zanten, Harry Van |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 6.2003, 2, p. 199-213
|
| Publisher: |
Springer |
| Subject: | diffusion process | uniform laws of large numbers | Glivenko–Cantelli | local time | consistency | local time estimator | M-estimators |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616008