On the limiting behaviour of the likelihood ratio for semimartingales (Q3696222): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 09:33, 5 February 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