Abstract
The paper contains sufficient conditions on the function f and the stochastic process X that supply the divergence of the integral functional ∫0Tf(Xt)2dt at the rate T1−ε as T→∞ for every ε>0. These conditions include so called small ball estimates which are discussed in detail. Statistical applications are provided.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
