Local Time and Convergence of Empirical Estimators

DOI10.1137/S0040585X97985960zbMath1416.60076OpenAlexW2064107759MaRDI QIDQ2845208

Dominique Dehay

Publication date: 22 August 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985960

zbMATH Keywords

convergence in distributionlocal timeKarhunen-Loéve expansionoccupation time formulaergodic diffusion process.

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Local time and additive functionals (60J55)

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