scientific article; zbMATH DE number 4020213

zbMATH Open0627.62035MaRDI QIDQ3763404FDOQ3763404

Authors: Lioudmila Vostrikova 

Publication date: 1986

Title of this publication is not available (Why is that?)

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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)

Cited In (6)

• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
• Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models
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• On the weak convergence of likelihood ratio processes of general statistical parametric models
• On non-consistency of estimators

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