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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.

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Bibliographic Details
Date:1999
Main Authors: Lin'kov, Yu. N., Shevlyakov, A. Yu., Линьков, Ю. Н., Шевляков, А. Ю.
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
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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