Optimal estimation for semimartingales (Q3740856)
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scientific article; zbMATH DE number 3976148
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal estimation for semimartingales |
scientific article; zbMATH DE number 3976148 |
Statements
Optimal estimation for semimartingales (English)
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1986
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optimal estimation
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stochastic integrals
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Aalen's model
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Liptser's model
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diffusion processes
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asymptotic normality
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strong consistency
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Godambe's theory of parametric estimation
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semimartingale
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local martingale
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estimating equations
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maximum likelihood
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least squares estimates
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0.8798667788505554
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0.8758711218833923
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0.8452585339546204
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0.8359635472297668
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