  We prove the convergence of a class of high frequency path-functionals of a
sticky diffusion to its local time. First, we prove this for the sticky
Brownian motion. Then, we extend the result to sticky stochastic differential
equations. We combine the local time approximation with an approximation of the
occupation time to set up a consistent stickiness estimator. Last, we perform
numerical experiments to assess the properties of the stickiness estimator and
the local time approximation.
