On the limiting behaviour of the likelihood ratio for semimartingales
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Publication:3696222
DOI10.1070/RM1985v040n02ABEH003578zbMath0576.60033MaRDI QIDQ3696222
Publication date: 1985
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm1985v040n02abeh003578
semimartingales; likelihood ratio; local asymptotic normality; local asymptotic infinite divisibility