On the Behavior of the Likelihood Ratio of Semimartingales (Q3683287)

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On the Behavior of the Likelihood Ratio of Semimartingales
scientific article

    Statements

    title
    On the Behavior of the Likelihood Ratio of Semimartingales (English)
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    author
    A. F. Taraskin
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    publication date
    1985
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    zbMATH Keywords
    likelihood ratio
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    asymptotically infinitely divisibility
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    local asymptotic normality
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    Identifiers

    DOI
    10.1137/1129060
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    zbMATH DE Number
    3905570
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    OpenAlex ID
    W2014022493
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