Parameter estimation and reverse martingales

DOI10.1016/0304-4149(96)00080-4zbMath0902.62039OpenAlexW2167634827MaRDI QIDQ1272169

Thomas Björk, Björn Johansson

Publication date: 23 November 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://swopec.hhs.se/hastef/papers/hastef0079.pdf

zbMATH Keywords

parameter estimationdiffusionstime reversalreverse martingales martingale theory

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Martingales with continuous parameter (60G44)

Related Items

In memoriam: Tomas Björk (1947--2021). On his career and beyond

Cites Work

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