Uniform convergence of semimartingales and minimum distance estimators

DOI10.1080/17442509808834144zbMath0929.60026OpenAlexW2087825354WikidataQ126243916 ScholiaQ126243916MaRDI QIDQ4390909

C. Sibeux, Lioudmila Vostrikova

Publication date: 2 August 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834144

zbMATH Keywords

consistencyasymptotic normalitysemimartingaleminimum distance estimatorspredictable characteristicuniform weak convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Functional limit theorems; invariance principles (60F17)

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