Uniform convergence of semimartingales and minimum distance estimators-Reference-Cited by-同舟云学术

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Uniform convergence of semimartingales and minimum distance estimators

Published:1998-04 Issue:1-2 Volume:63 Page:139-164
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Sibeux C.¹,Vosirikova L.²

Affiliation:

1. a Laboratoire statistique et Processus Département de Mathématique , Université d' Angers , 2 Boulevard Lavoisier, Angers cedex, 49045, France

2. b Laboratoire statistique et Processus Département de Mathématique , Université d' Angers , 2 Boulevard Lavoisier, Angers cedex, 49045, France

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442509808834144

Reference28 articles.

1. Billingsley , P. “Convergence of probability measures”. New York: Wiley.

2. Convergence in distribution of minimum-distance estimators

3. On the Hellinger type distances for filtered experiments

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations;Seminar on Stochastic Analysis, Random Fields and Applications VI;2011

2. Dynamic Interest-Rate Modelling in Incomplete Markets;SSRN Electronic Journal;2008

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