Local asymptotic mixed normality for semimartingale experiments
type: Item
instance of: scholarly article
title: Local asymptotic mixed normality for semimartingale experiments
zbMATH Open document ID: 0768.62067
DOI: 10.1007/BF01194919
author: Harald Luschgy
publication date: 1993-03-22T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62B15
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 112834
zbMATH Keywords: local asymptotic mixed normality of experiments
zbMATH Keywords: semimartingale
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: counting processes
zbMATH Keywords: diffusion processes
zbMATH Keywords: diffusions with jumps
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 112834