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...
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| Hoofdauteurs: | , |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Vilnius University Press
2024-12-01
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| Reeks: | Lietuvos Matematikos Rinkinys |
| Onderwerpen: | |
| Online toegang: | https://ojs.test/index.php/LMR/article/view/37772 |
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