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A Clt For A Class Of Stochastic Integrals With Application In Statistics
Journal
Latin American Journal of Probability and Mathematical Statistics
ISSN
1980-0436
Date Issued
2021-01-01
WoS ID
WOS:000681318600004
Abstract
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.
Subjects
OCDE Subjects
Author(s)