Local asymptotic mixed normality for semimartingale experiments
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Publication:1203345
DOI10.1007/BF01194919zbMath0768.62067MaRDI QIDQ1203345
Publication date: 22 March 1993
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
asymptotic efficiencydiffusion processescounting processessemimartingalediffusions with jumpslocal asymptotic mixed normality of experiments
Asymptotic properties of parametric estimators (62F12) Theory of statistical experiments (62B15) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Generalizations of martingales (60G48)
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