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.
Збережено в:
| Дата: | 1992 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Російська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
1992
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/7838 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | 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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