Semimartingale decomposition of the logarithm of likelihood ratio for counting process (Q2720914)
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scientific article; zbMATH DE number 1611721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale decomposition of the logarithm of likelihood ratio for counting process |
scientific article; zbMATH DE number 1611721 |
Statements
2 July 2001
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counting process
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local density process
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semimartingale
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canonical presentation
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Semimartingale decomposition of the logarithm of likelihood ratio for counting process (English)
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Conditions under which the logarithm of a local density process for a general counting process is a semimartingale are obtained, and the corresponding decomposition is given. The canonical representation of this semimartingale is obtained and the triplet of predictable characteristics is found. Also, the conditions where the logarithm of local density process is a special semimartingale are obtained and the corresponding decomposition is given.
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0.8919280171394348
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0.8535053133964539
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0.8093522191047668
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