On uniform laws of large numbers for ergodic diffusions and consistency of estimators

DOI10.1023/A:1023904715206zbMath1036.60025OpenAlexW2163478682MaRDI QIDQ1412242

Harry van Zanten

Publication date: 10 November 2003

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1023904715206

zbMATH Keywords

consistencyergodic diffusionslaws of large numbers

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15) Diffusion processes (60J60) Local time and additive functionals (60J55) Limit theorems in probability theory (60F99)

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