Advances and Applications in Statistics
Volume 37, Issue 1, Pages 1 - 12
(November 2013)
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ON LAN FOR PARAMETRIZED CONTINUOUS SIGNALS IN NON-HOMOGENEOUS DIFFUSION
Lamine Konaté
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Abstract: We consider a diffusion we work on limit theorems for certain functionals of the process and prove local asymptotic normality (LAN). We consider, also, several estimators for the unknown parameter. |
Keywords and phrases: non-homogeneous diffusion, local asymptotic normality, minimum distance estimator. |
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