On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators

Harry Van Zanten ()

Statistical Inference for Stochastic Processes, 2003, vol. 6, issue 2, 199-213

Keywords: diffusion process; uniform laws of large numbers; Glivenko–Cantelli; local time; consistency; local time estimator; M-estimators (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (4)

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DOI: 10.1023/A:1023904715206

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