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文章基本信息

  • 标题:A CLT for a class of stochastic integrals with application in statistics
  • 本地全文:下载
  • 作者:Johanna Garzón ; Jaime San Martín ; Soledad Torres
  • 期刊名称:Latin American Journal of Probability and Mathematical Statistics
  • 电子版ISSN:1980-0436
  • 出版年度:2021
  • 卷号:18
  • 期号:1
  • 页码:1085
  • DOI:10.30757/ALEA.v18-41
  • 出版社:Instituto Nacional De Matemática Pura E Aplicada
  • 摘要:In this article we give a direct proof of a central limit theorem and law of large numbers for a functional with compact support of a diffusion. Some applications are given in order to obtain a parameter estimation for different models.
  • 其他关键词:Central Limit Theorem, Skew Brownian motion, Renewal Process.
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