On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
type: Item
instance of: scholarly article
title: On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
zbMATH Open document ID: 1043.62067
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 1829064
zbMATH Keywords: weighted least squares
zbMATH Keywords: prescribed precision
author: L. Galtchouk
author: Victor Konev
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1013203463
OpenAlex ID: W1498950721
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DOI: 10.1214/AOS/1013203463
description: scientific article; zbMATH DE number 1829064