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...
Saved in:
Main Authors: | Vaidotas Kanišauskas, Karolina Kanišauskienė |
---|---|
Format: | Article |
Language: | English |
Published: |
Vilnius University Press
2024-12-01
|
Series: | Lietuvos Matematikos Rinkinys |
Subjects: | |
Online Access: | https://ojs.test/index.php/LMR/article/view/37772 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Local asymptotic normality of statistical models of discrete martingales
by: Vaidotas Kanišauskas
Published: (2023-11-01) -
A note on dilations and martingales
by: Martin L. Jones
Published: (1993-01-01) -
An exact bound for tail probabilities for a class of conditionally symmetric bounded martingales
by: Dainius Dzindzalieta
Published: (2023-09-01) -
Research on discrete differential solution methods for derivatives of chaotic systems
by: Xinyu Pan
Published: (2024-12-01) -
Asymptotical expansions in the Kubilius theorem of large deviations
by: Rimantas Skrabutėnas
Published: (2005-12-01)