On the law of large numbers for continuous-time martingales and applications to statistics.

Nguyen, Hung T., and Pham, Tuan D.. "On the law of large numbers for continuous-time martingales and applications to statistics.." Stochastica 6.1 (1982): 5-23. <http://eudml.org/doc/38855>.

@article{Nguyen1982,
abstract = {In order to develop a general criterion for proving strong consistency of estimators in Statistics of stochastic processes, we study an extension, to the continuous-time case, of the strong law of large numbers for discrete time square integrable martingales (e.g. Neveu, 1965, 1972). Applications to estimation in diffusion models are given.},
author = {Nguyen, Hung T., Pham, Tuan D.},
journal = {Stochastica},
keywords = {Martingalas; Proceso de difusión; Ley de los grandes números; Estimador no paramétrico; strong law of large numbers; strong consistency; diffusion process; Wiener process; almost sure convergence; right continuous locally square integrable martingales},
language = {eng},
number = {1},
pages = {5-23},
title = {On the law of large numbers for continuous-time martingales and applications to statistics.},
url = {http://eudml.org/doc/38855},
volume = {6},
year = {1982},
}

TY - JOUR
AU - Nguyen, Hung T.
AU - Pham, Tuan D.
TI - On the law of large numbers for continuous-time martingales and applications to statistics.
JO - Stochastica
PY - 1982
VL - 6
IS - 1
SP - 5
EP - 23
AB - In order to develop a general criterion for proving strong consistency of estimators in Statistics of stochastic processes, we study an extension, to the continuous-time case, of the strong law of large numbers for discrete time square integrable martingales (e.g. Neveu, 1965, 1972). Applications to estimation in diffusion models are given.
LA - eng
KW - Martingalas; Proceso de difusión; Ley de los grandes números; Estimador no paramétrico; strong law of large numbers; strong consistency; diffusion process; Wiener process; almost sure convergence; right continuous locally square integrable martingales
UR - http://eudml.org/doc/38855
ER -