On quasi-score processes

DOI10.5186/AASFM.1992.1705zbMath0786.62087OpenAlexW2334388461MaRDI QIDQ4278213

Alexander A. Gushchin

Publication date: 25 April 1994

Published in: Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5186/aasfm.1992.1705

zbMATH Keywords

semimartingalespredictabilitymartingale propertydiffusion-type processesquasi-likelihood methods

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

This page was built for publication: On quasi-score processes