Optimality and small ¿-optimality of martingale estimating functions

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Standard

Optimality and small ¿-optimality of martingale estimating functions. / Jacobsen, Martin.

I: Bernoulli, Bind 8, Nr. 5, 2002, s. 643-668.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Jacobsen, M 2002, 'Optimality and small ¿-optimality of martingale estimating functions', Bernoulli, bind 8, nr. 5, s. 643-668.

APA

Jacobsen, M. (2002). Optimality and small ¿-optimality of martingale estimating functions. Bernoulli, 8(5), 643-668.

Vancouver

Jacobsen M. Optimality and small ¿-optimality of martingale estimating functions. Bernoulli. 2002;8(5):643-668.

Author

Jacobsen, Martin. / Optimality and small ¿-optimality of martingale estimating functions. I: Bernoulli. 2002 ; Bind 8, Nr. 5. s. 643-668.

Bibtex

@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",

}

RIS

TY - JOUR

T1 - Optimality and small ¿-optimality of martingale estimating functions

AU - Jacobsen, Martin

PY - 2002

Y1 - 2002

N2 - Teoretisk Statistik, Diffusionsprocesser, estimation

AB - Teoretisk Statistik, Diffusionsprocesser, estimation

M3 - Journal article

VL - 8

SP - 643

EP - 668

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 5

ER -

ID: 79392