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Asymptotic inference for semimartingale models with singular parameter points · Study

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ArticleAsymptotic inference for semimartingale models with singular parameter points

Harald Luschgy1994

Article1994

Asymptotic inference for semimartingale models with singular parameter points

20 citations·0/0 files stored·Journal of Statistical Planning and Inference

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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 1989Theory of Martingales 1987Towards a Unified Asymptotic Theory for Autoregression 1989Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$ 1 de Skorokhod 1976Maximum likelihood estimation for continuous-time stochastic processes 1988Multiple regression with integrated time series 1971A stochastic integral in storage theory 2020Likelihood Methods for Diffusions with Jumps

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Year1994

Typearticle

Published1994-04-01

VenueJournal of Statistical Planning and Inference

ISSN-L0378-3758

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0378-3758(94)90204-6

openalex_workW2042865985

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