On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
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DOI: 10.1524/stnd.2009.1064
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- Cremers, Heinz & Kadelka, Dieter, 1986. "On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in LEP," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 305-317, February.
- Herold Dehling & Brice Franke & Thomas Kott, 2010. "Drift estimation for a periodic mean reversion process," Statistical Inference for Stochastic Processes, Springer, vol. 13(3), pages 175-192, October.
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