Convergence of filtered statistical models and Hellinger processes-Reference-Cited by-同舟云学术

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Convergence of filtered statistical models and Hellinger processes

Published:1989-06 Issue:1 Volume:32 Page:47-68
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Jacod Jean

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference11 articles.

1. Contiguity and the statistical invariance principle;Greenwood,1985

2. Filtered statistical models and Hellinger processes;Jacod;Stochastic Process. Appl.,1989

3. Sur la convergence des semimartingales vers un processus à accroissements indépendants;Jacod,1980

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2. Quadratic Approximation for Log-Likelihood Ratio Processes;Springer Proceedings in Mathematics & Statistics;2017

3. Applications of the Likelihood Theory in Finance: Modelling and Pricing;International Statistical Review;2013-01-25

4. The Kakutani–Hellinger affinity of processes of Itô processes driven by Poisson random measures;Random Operators and Stochastic Equations;2012-01-01

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