Recursive parameter estimation for semimartingales (Q3798566): Difference between revisions
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| Property / cites work: Asymptotic likelihood theory for diffusion processes / rank | |||
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| Property / cites work: An Optimum Property of Regular Maximum Likelihood Estimation / rank | |||
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| Property / cites work: Quasi-likelihood estimation for semimartingales / rank | |||
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| Property / cites work: Q4148534 / rank | |||
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| Property / cites work: Semimartingales: A course on stochastic processes / rank | |||
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| Property / cites work: MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES / rank | |||
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Latest revision as of 17:37, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive parameter estimation for semimartingales |
scientific article |
Statements
Recursive parameter estimation for semimartingales (English)
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1988
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recursive estimation algorithm
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semimartingale model
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optimal estimating functions
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Strong consistency
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asymptotic normality
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missing observations
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censored observations
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