Properties of the likelihood ratio for semimartingales with deterministic triplets in the parametric case
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.
Saved in:
| Date: | 1999 |
|---|---|
| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1999
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4713 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
Institution
Ukrains’kyi Matematychnyi Zhurnal| Summary: | 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. |
|---|