Asymptotic properties of local densities of measures generated by semimartingales

DOI10.1007/BF01104050zbMath0718.60031MaRDI QIDQ2639413

Yu. N. Lin'kov

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

semimartingaleslocal densities of measuressequence of probability measures

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Martingales with continuous parameter (60G44) Limit theorems in probability theory (60F99)

Cites Work

• Unnamed Item
• Calcul stochastique et problèmes de martingales
• Large deviations for a general class of random vectors
• ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. II
• Quelques applications de la formule de changement de variables pour les semimartingales
• Bounds for the Power of Likelihood Ratio Tests and Their Asymptotic Properties

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