scientific article; zbMATH DE number 4020213

MaRDI QIDQ3763404zbMATH OpenFDO

Authors Lioudmila Vostrikova

Publication date 1986

zbMATH Keywords

weak convergencemaximum likelihood estimatorsSkorokhod spacefiltrationsBayesian estimatorsGaussian modeljump measureHellinger processlikelihood ratio processescompensator of jump measuregeneral statistical parametric models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Central limit and other weak theorems (60F05)

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• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
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• Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models

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