Local asymptotic quadraticity of stochastic process models based on stopping times-Reference-Cited by-同舟云学术

Local asymptotic quadraticity of stochastic process models based on stopping times

Published:1995-06 Issue:2 Volume:57 Page:305-317
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Luschgy Harald

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference17 articles.

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3. Statistiques de diffusions et temps local;Florens-Zmirou;Ann. Inst. H. Poincaré Probab. Statist.,1988

4. Asymptotic minimax results for stochastic process families with critical points;Greenwood;Stochastic Process. Appl.,1993

5. Asymptotic inference for Markov step processes: observation up to a random time;Höpfner;Stochastic Process. Appl.,1993

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4. Some Asymptotic Results and Exponential Approximation in Semi-Markov Models;Semi-Markov Models and Applications;1999

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