Partially Specified Filtered Models and Efficiency

DOI10.1137/1137031MaRDI QIDQ4007622zbMATH OpenOpenAlexFDO

Authors Wolfgang Wefelmeyer, Priscilla Greenwood

Publication date 27 September 1992

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1137031

zbMATH Keywords

asymptotic efficiency of estimatescovariate processfiltered spacepartial likelihood processsemimartingale

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Euler-Maclaurin formula in numerical analysis (65B15)

Cited in

(1)

• Local asymptotic mixed normality for semimartingale experiments

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