| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151402 | Statistics & Probability Letters | 2015 | 6 Pages |
Abstract
We provide a point estimate for integrals on R, based on the standard Brownian motion. We prove the consistency of the estimator and limit theorems for the fluctuations. The proof relies on computing the distribution of the local time of a Brownian motion at a specific stopping time.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Krishna B. Athreya, Raoul Normand, Vivekananda Roy, Sheng-Jhih Wu,