2019
Том 71
№ 9

All Issues

Properties of the likelihood ratio for semimartingales with deterministic triplets in the parametric case

Lin'kov Yu. N., Shevlyakov A. Yu.

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Abstract

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.

English version (Springer): Ukrainian Mathematical Journal 51 (1999), no. 9, pp 1321-1329.

Citation Example: Lin'kov Yu. N., Shevlyakov A. Yu. Properties of the likelihood ratio for semimartingales with deterministic triplets in the parametric case // Ukr. Mat. Zh. - 1999. - 51, № 9. - pp. 1172–1180.

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