Optimal estimation for semimartingales (Q3740856)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation for semimartingales |
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Optimal estimation for semimartingales (English)
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1986
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optimal estimation
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stochastic integrals
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Aalen's model
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Liptser's model
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diffusion processes
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asymptotic normality
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strong consistency
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Godambe's theory of parametric estimation
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semimartingale
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local martingale
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estimating equations
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maximum likelihood
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least squares estimates
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