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

DOI10.1080/17442509408833893zbMATH Open0826.60036OpenAlexW2005133760MaRDI QIDQ4840933FDOQ4840933

Authors: 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

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zbMATH Keywords

semimartingalequadratic variationspreadcompensatorregular estimatorasymptotically linear estimator

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (1)

• On optimality of regular projective estimators in semimartingale models

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