On the limiting behaviour of the likelihood ratio for semimartingales (Q3696222): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the limiting behaviour of the likelihood ratio for semimartingales |
scientific article |
Statements
On the limiting behaviour of the likelihood ratio for semimartingales (English)
0 references
1985
0 references
likelihood ratio
0 references
local asymptotic infinite divisibility
0 references
local asymptotic normality
0 references
semimartingales
0 references
