scientific article; zbMATH DE number 4096567

MaRDI QIDQ3822984zbMATH OpenFDO

Authors

Publication date 1987

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)

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Cited in

(2)

• A ``direct method to prove the generalized Itô-Venttsel' formula for a generalized stochastic differential equation
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