Rates of convergence to the local time of Oscillating and Skew Brownian Motions

12/10/2019

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In this paper a class of statistics based on high frequency observations of oscillating Brownian motions and skew Brownian motions is considered. Their convergence rate towards the local time of the underling process is obtained in form of a Central Limit Theorem.

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Rates of convergence to the local time of Oscillating and Skew Brownian Motions

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Rates of convergence to the local time of Oscillating and Skew Brownian Motions

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