Asymptotical behaviour of integral functionals from diffusion processes with periodical coefficients
A central limit theorem is proved for functionals of integral form and with its help is established the local asymptotic normality of the logarithm of the likelihood ratio for diffusion processes with periodic coefficients.
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| Date: | 1992 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
1992
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/7838 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |