On optimality of regular projective estimators in semimartingale models

DOI10.1080/17442509308833834MaRDI QIDQ3141166zbMATH OpenOpenAlexWikidataFDO

Authors Kacha Dzhaparidze, Peter Spreij

Publication date 15 August 1994

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://ir.cwi.nl/pub/1471

zbMATH Keywords

asymptotic differentiabilitycompensatorCramér- Rao inequalityprojective estimateregular estimatesemimartingalestatistical inference problems

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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• On optimality of regular projective estimators for semimartingale models, part ii: asymptotically linear estimators

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