Remarks on estimation problem for stationary processes in continuous time

DOI10.1023/A:1017577813039zbMath0985.62067OpenAlexW1492746364MaRDI QIDQ5952142

Youri Davydov

Publication date: 23 May 2002

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

Full work available at URL: https://doi.org/10.1023/a:1017577813039

zbMATH Keywords

local timeempirical measure

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Local time and additive functionals (60J55) Limit theorems in probability theory (60F99)

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