Publication:3711438

zbMath0586.62004MaRDI QIDQ3711438

Didier Dacunha-Castelle, Marie Duflo

Publication date: 1986

zbMATH Keywords

diffusion; asymptotics; time series; optimal stopping; Brownian motion; martingales; counting processes; stopping times; Prokhorov's theorem; Ito's formula; Donsker's theorem; control of Markov chains; rate of convergence of estimators

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

60H05: Stochastic integrals

62L10: Sequential statistical analysis

62F05: Asymptotic properties of parametric tests

60G05: Foundations of stochastic processes

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