On statistical estimation and inferences in optional regression models

DOI10.1080/02331888.2021.1900186zbMath1475.62224arXiv2103.08148OpenAlexW3138771746MaRDI QIDQ5004993

Mohamed N. Abdelghani, Andrey Pak, Alexander V. Melnikov

Publication date: 4 August 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.08148

zbMATH Keywords

optional martingalesLS-estimatesoptional regression modelsequential LS-estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with continuous parameter (60G44) Sequential estimation (62L12)

Related Items (1)

Parameter estimation in optional semimartingale regression models

Cites Work

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• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• Parameter estimation in stochastic differential equations.
• Sequential Inferences with Prescribed Accuracy for Semimartingales
• A strong law of large numbers for local martingales
• Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation
• Optional Processes

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