Uniform convergence of semimartingales and minimum distance estimators

DOI10.1080/17442509808834144MaRDI QIDQ4390909zbMATH OpenOpenAlexWikidataFDO

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

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)

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