Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 4096567

From MaRDI portal
Publication:3822984
Jump to:navigation, search

zbMATH Open0669.62011MaRDI QIDQ3822984FDOQ3822984


Authors:


Publication date: 1987



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



Recommendations

  • scientific article; zbMATH DE number 4052797
  • scientific article; zbMATH DE number 4001129
  • scientific article; zbMATH DE number 4030704
  • scientific article; zbMATH DE number 4197202
  • Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales
  • On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models
  • Publication:3197172
  • Publication:3197073
  • Recursive parameter estimation for semimartingales
  • scientific article; zbMATH DE number 3972004


zbMATH Keywords

recursive estimatorasymptotic properties of the maximum likelihood estimatorgeneralization of the Ito-Ventzel formulaLAN techniquetransformation of martingales


Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)



Cited In (2)

  • A ``direct method to prove the generalized Itô-Venttsel' formula for a generalized stochastic differential equation
  • Title not available (Why is that?)





This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3822984)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3822984&oldid=17414376"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 5 February 2024, at 15:49. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki