Recursive parameter estimation for semimartingales (Q3798566): Difference between revisions

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+Asymptotic likelihood theory for diffusion processes
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+An Optimum Property of Regular Maximum Likelihood Estimation
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+Quasi-likelihood estimation for semimartingales
@@ Property / cites work: Quasi-likelihood estimation for semimartingales / rank @@
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+Q4148534
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+Semimartingales: A course on stochastic processes
@@ Property / cites work: Semimartingales: A course on stochastic processes / rank @@
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+Recursive parameter estimation for counting processes with linear intensity
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+MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES
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+Optimal estimation for semimartingales
@@ Property / cites work: Optimal estimation for semimartingales / rank @@
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+Publication:3798566