Recursive parameter estimation for semimartingales (Q3798566)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive parameter estimation for semimartingales |
scientific article |
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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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