Quasi-likelihood estimation for semimartingales
- 31 July 1986
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 22 (2), 245-257
- https://doi.org/10.1016/0304-4149(86)90004-9
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- The foundations of finite sample estimation in stochastic processesBiometrika, 1985
- Interchanging the order of differentiation and stochastic integrationStochastic Processes and their Applications, 1984
- Asymptotic Inference in Levy Processes of the Discontinuous TypeThe Annals of Statistics, 1981
- A Note on Strong Consistency of Least Squares Estimators in Regression Models with Martingale Difference ErrorsThe Annals of Statistics, 1980
- The recurrence and transience of two-dimensional linear birth and death processesAdvances in Applied Probability, 1980
- Sur le comportement asymptotique des martingales localesLecture Notes in Mathematics, 1978
- Strong Consistency of Least Squares Estimates in Normal Linear RegressionThe Annals of Statistics, 1976
- Maximum Likelihood Estimation in the Birth-and-Death ProcessThe Annals of Statistics, 1975
- Asymptotic Properties of Non-Linear Least Squares EstimatorsThe Annals of Mathematical Statistics, 1969
- An Optimum Property of Regular Maximum Likelihood EstimationThe Annals of Mathematical Statistics, 1960