A CRITERION FOR FILTERING IN SEMIMARTINGALE MODELS

被引：8

作者：

THAVANESWARAN, A ^{[1
]}

机构：

[1] UNIV WATERLOO,DEPT STAT & ACTUUARIAL SCI,WATERLOO N2L 3G1,ONTARIO,CANADA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1988年 / 28卷 / 02期

关键词：

D O I：

10.1016/0304-4149(88)90099-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：259 / 265

页数：7

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