’s backward equation, neural networks and functions of our choice. Martingale estimating functions will be used to obtain …

emphasis is on computationally less demanding martingale estimating functions. Particular attention is given to explicit … presented in the framework of approximate martingale estimating functions. …

approximate martingale estimating functions and covers a large class of estimators including most of the pre- viously proposed …. Optimal martingale estimating functions in the sense of Godambe and Heyde are shown to be give rate optimal and efficient …

unobservable instantaneous variance. We develop an explicit estimator based on martingale estimating functions in a bivariate model …