Donsker theorems for diffusions: necessary and sufficient conditions

DOI10.1214/009117905000000152zbMath1084.60047arXivmath/0507412OpenAlexW3098647421MaRDI QIDQ2569224

Harry van Zanten, Aad W. van der Vaart

Publication date: 18 October 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0507412

zbMATH Keywords

local timeempirical processuniform central limit theoremmajorizing measuresDonsker classlocal time estimator

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (19)

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