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.