On uniform laws of large numbers for ergodic diffusions and consistency of estimators (Q1412242)
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scientific article; zbMATH DE number 2001968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On uniform laws of large numbers for ergodic diffusions and consistency of estimators |
scientific article; zbMATH DE number 2001968 |
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On uniform laws of large numbers for ergodic diffusions and consistency of estimators (English)
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10 November 2003
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For a regular diffusion with normalized speed measure \(\mu\) a law of large numbers uniform with respect to a class \({F}\) is proved if \({F}\) has a \(\mu\)-integrable envelope function or if \({F}\) is bounded in \({L_p}\) for some \(p>1\). The result is used to improve consistency results for the local time estimator and for a class of simple M-estimators.
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laws of large numbers
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ergodic diffusions
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consistency
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