Asymptotic mixed normality and hellinger processes

DOI10.1080/17442509408833903zbMath0828.60013OpenAlexW1964100427MaRDI QIDQ4845473

Ernesto Mordecki

Publication date: 12 December 1995

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

Full work available at URL: https://doi.org/10.1080/17442509408833903

zbMATH Keywords

asymptotic mixed normalityHellinger processesasymptotic mixed normality for supercritical branching processesbinary filtered experiments

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99)

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PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES

Cites Work

• Stable convergence of semimartingales
• Local asymptotic mixed normality for semimartingale experiments
• An extended martingale invariance principle
• Convergence of filtered statistical models and Hellinger processes
• Local asymptotic normality and mixed normality for Markov statistical models
• On the Behavior of the Likelihood Ratio of Semimartingales
• On the weak convergence of likelihood ratio processes of general statistical parametric models
• Necessary Conditions for Stable Convergence\\ of Semimartingales
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