Optimality and small ¿-optimality of martingale estimating functions

10 Citations (Scopus)

Abstract

Teoretisk Statistik, Diffusionsprocesser, estimation

@article{a305b7e074c211dbbee902004c4f4f50,

title = "Optimality and small ¿-optimality of martingale estimating functions",

abstract = "Teoretisk Statistik, Diffusionsprocesser, estimation",

author = "Martin Jacobsen",

year = "2002",

language = "English",

volume = "8",

pages = "643--668",

journal = "Bernoulli",

issn = "1350-7265",

publisher = "International Statistical Institute",

number = "5",

}