Uniform convergence of semimartingales and minimum distance estimators

DOI10.1080/17442509808834144zbMATH Open0929.60026OpenAlexW2087825354WikidataQ126243916 ScholiaQ126243916MaRDI QIDQ4390909FDOQ4390909

Authors: C. Sibeux, Lioudmila Vostrikova 

Publication date: 2 August 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834144

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zbMATH Keywords

asymptotic normalityconsistencysemimartingaleminimum distance estimatorsuniform weak convergencepredictable characteristic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Functional limit theorems; invariance principles (60F17)

Cited In (3)

• Title not available (Why is that?)
• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
• Title not available (Why is that?)

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