Asymptotic estimation for statistical models of continuous-time discrete martingales
The paper deals with statistical experiments of the continuous-time discrete local martingales, including models of all types of point processes. The process of local density of the discrete local martingales is expressed by a stochastic exponent of the stochastic integral according to the compensa...
I tiakina i:
| Ngā kaituhi matua: | , |
|---|---|
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
Vilnius University Press
2024-12-01
|
| Rangatū: | Lietuvos Matematikos Rinkinys |
| Ngā marau: | |
| Urunga tuihono: | https://ojs.test/index.php/LMR/article/view/37772 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|