Properties of the likelihood ratio for semimartingales with deterministic triplets in the parametric case
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.
Published
25.09.1999
How to Cite
Lin’kovY. N., and ShevlyakovA. Y. “Properties of the Likelihood Ratio for Semimartingales With Deterministic Triplets in the Parametric Case”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 51, no. 9, Sept. 1999, pp. 1172–1180, https://umj.imath.kiev.ua/index.php/umj/article/view/4713.
Issue
Section
Research articles
