The Single Jump Process with Some Statistical Applications
- 1 January 1985
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 29 (3) , 607-613
- https://doi.org/10.1137/1129083
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingalesProbability Theory and Related Fields, 1982
- Martingale Approach in the Theory of Goodness-of-Fit TestsTheory of Probability and Its Applications, 1982
- Innovation projections of a jump process and local martingalesMathematical Proceedings of the Cambridge Philosophical Society, 1977
- Probability Theory IPublished by Springer Nature ,1977
- The Representation of Martingales of Jump ProcessesSIAM Journal on Control and Optimization, 1976