Nuisance parameters in statistics of finance

DOI10.1007/BF01254265MaRDI QIDQ1909088zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 12 March 1996

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/68097

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3829019 (Why is no real title available?)
• scientific article; zbMATH DE number 3283197 (Why is no real title available?)
• Portfolio Analysis in a Stable Paretian Market
• The pricing of options and corporate liabilities

Cited in

(1)

• The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution

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