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On quasi likelihood for semimartingales · Study

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ArticleOn quasi likelihood for semimartingales

Michael Sørensen1990

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Articlebronze1990

On quasi likelihood for semimartingales

Michael Sørensen

20 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Probability and Statistical Research Statistical Methods and Inference

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References

1979Calcul Stochastique et Problèmes de Martingales 1983STOCHASTIC CALCULUS AND APPLICATIONS 1976Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales 1986Quasi-likelihood estimation for semimartingales 2020Likelihood Methods for Diffusions with Jumps 1984Interchanging the order of differentiation and stochastic integration

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Year1990

Typearticle

Published1990-08-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0304-4149(90)90011-g

openalex_workW2015879604

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