Sequential Inferences with Prescribed Accuracy for Semimartingales

DOI10.1137/1133071zbMath0693.62066OpenAlexW2054399595MaRDI QIDQ3468485

Alexander V. Melnikov, Alexander Novikov

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133071

zbMATH Keywords

confidence intervalsdriftprescribed accuracynonsquare-integrable martingalesobservable square-integrable semimartingale

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Generalizations of martingales (60G48) Sequential estimation (62L12)

Related Items (7)

Local asymptotic normality of a sequential model for marked point processes and its applications ⋮ Parameter estimation in optional semimartingale regression models ⋮ Asymptotically optimal parameter estimation under communication constraints ⋮ Fixed precision estimator of the offspring mean in branching processes ⋮ On statistical estimation and inferences in optional regression models ⋮ On sequential estimation of parameters in semimartingale regression models with continuous time parameter. ⋮ On drift parameter estimation in models with fractional Brownian motion

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