scientific article; zbMATH DE number 4052797

MaRDI QIDQ3788893zbMATH OpenFDO

Authors N. Lazrieva, T. A. Toronyadze

Publication date 1987

zbMATH Keywords

algorithmgeneralization of Ito-Ventzel's formula for semimartingalesmaximum likelihood equationmaximum likelihood estimatorsrecursive estimatorsstochastic line integral

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Asymptotic properties of parametric estimators (62F12)

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