Recursive parameter estimation for semimartingales (Q3798566)
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scientific article; zbMATH DE number 4064882
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Recursive parameter estimation for semimartingales |
scientific article; zbMATH DE number 4064882 |
Statements
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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0.8726354241371155
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0.813709557056427
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0.8105020523071289
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0.8013551831245422
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