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

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

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’kov, Y. N., and A. Y. Shevlyakov. “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
Vol 51 No 9 (1999)
Section
Research articles