Abstract
Let be a collection of continuous, continuous-time martingales such that for all t> 0, the associated increasing processes satisfy . We show that if grows with sufficiently fast, then uniformly in . An equicontinuity property for normalized, parameter dependent stochastic integrals follows. These results serve in the study of the maximum likelihood estimation problem, over unbounded sets, for diffusion processes
Original language | English |
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Pages (from-to) | 9-28 |
Number of pages | 20 |
Journal | Stochastics |
Volume | 43 |
Issue number | 1-2 |
DOIs | |
State | Published - 1993 |
Externally published | Yes |