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A strong law of large numbers for local martingales
2 references·4 citing·24 second hop
A strong law of large numbers for local martingales (1980)A strong law of large numbers for local m…Un Cours sur les Intégrales Stochastiques (2002)Un Cours sur les Intégrales S…Identification and system parameter Estimation (1975)Identification and system par…Parametric estimation for linear stochastic differential equations driven by fractional Brownian motion (2003)Parametric estimation for lin…Hierarchical Modeling of Stochastic Networks, Part I: Fluid Models (1994)Hierarchical Modeling of Stoc…Quasi-least-squares estimation in semimartingale regression models (1986)Quasi-least-squares estimatio…Optimal estimation for semimartingales (1986)Optimal estimation for semima…An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process (2002)A series expansion of fractional Brownian motion (2004)Drift parameter estimation in fractional diffusions driven by perturbed random walks (2010)Parametric estimation for sub-fractional Ornstein–Uhlenbeck process (2012)Quadratic variations for the fractional-colored stochastic heat equation (2014)Semimartingales (1982)STOCHASTIC CALCULUS AND APPLICATIONS (1983)Stochastic Calculus and Applications. (1986)On sequential estimation of parameters in semimartingale regression models with continuous time parameter (2001)Multiple Wiener Integral (1951)Calcul d'ito sans probabilites (1981)Instantaneous Control of Brownian Motion (1983)Functional Itô calculus and stochastic integral representation of martingales (2013)On Square Integrable Martingales (1967)Planning and Control Systems: A Framework for Analysis (1965)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Point Processes and Queues (1981)Stability of Open Multiclass Queueing Networks via Fluid Models (1995)State-Dependent Queues: Approximations and Applications (1995)Automatic production control applying control theory (2000)Recursive estimation and forecasting of non‐stationary time series (1990)Recursive forecasting, smoothing and seasonal adjustment of non‐stationary environmental data (1991)An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system (2002)
this work references cited by second hop

References

  • 2002Un Cours sur les Intégrales Stochastiques421 cited
  • 1975Identification and system parameter Estimation219 cited

Cited by

  • 1994Hierarchical Modeling of Stochastic Networks, Part I: Fluid Models71 cited
  • 2003Parametric estimation for linear stochastic differential equations driven by fractional Brownian motion54 cited
  • 1986Optimal estimation for semimartingales40 cited
  • 1986Quasi-least-squares estimation in semimartingale regression models33 cited

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