Local asymptotic quadraticity of stochastic process models based on stopping times

DOI10.1016/0304-4149(94)00054-WzbMath0833.60051MaRDI QIDQ1893865

Harald Luschgy

Publication date: 5 March 1996

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

zbMATH Keywords

locally quadratic likelihoodsemimartingale modelsrandom observation periods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Generalizations of martingales (60G48)

Cites Work

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