Properties of the likelihood ratio for semimartingales with deterministic triplets in the parametric case

Autor:	Yu. N. Lin'kov, Yu. A. Shevlyakov
Rok vydání:	1999
Předmět:	Statistics::Theory Pure mathematics Mathematics::Probability Counting process General Mathematics Canonical form Algebra over a field Predictable process Mathematics Parametric statistics
Zdroj:	Ukrainian Mathematical Journal. 51:1321-1329
ISSN:	1573-9376 0041-6053
DOI:	10.1007/bf02592999
Popis:	We consider semimartingales with deterministic discontinuous triplets. We obtain properties of the like-lihood ratio for the parametric case in terms of the Hellinger processes.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::9e41c3994041d4027495665871b2b972 https://doi.org/10.1007/bf02592999 Zobrazit plný text záznamu Full text from SpringerLink