On optimality of regular projective estimators for semimartingale models, part ii: asymptotically linear estimators

DOI10.1080/17442509408833893zbMath0826.60036OpenAlexW2005133760MaRDI QIDQ4840933

Kacha Dzhaparidze, Peter Spreij

Publication date: 14 November 1995

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

Full work available at URL: https://doi.org/10.1080/17442509408833893

zbMATH Keywords

quadratic variationspreadsemimartingaleasymptotically linear estimatorregular estimatorcompensator

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Point estimation (62F10)

Cites Work

• On correlation calculus for multivariate martingales
• The strong law of large numbers for martingales with deterministic quadratic variation

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