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On correlation calculus for multivariate martingales
Dzhaparidze, K.
;
Spreij, P.
-
VU University Amsterdam, Faculty of Economics, Business …
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1990
Persistent link: https://www.econbiz.de/10005451384
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On optimality of regular projective estimators for semimartingale models / Kacha DzhaparidzePt. II : Asymptotically linear estimators
Dzhaparidze, K.
;
Spreij, P.
-
VU University Amsterdam, Faculty of Economics, Business …
-
1993
Persistent link: https://www.econbiz.de/10005451438
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3
Spectral characterization of the optional quadratic variation process
Dzhaparidze, K.
;
Spreij, P.
-
VU University Amsterdam, Faculty of Economics, Business …
-
1993
Persistent link: https://www.econbiz.de/10005451488
Saved in:
4
Spectral characterization of the optional quadratic variation process
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1992
Persistent link: https://www.econbiz.de/10010822547
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5
On optimality of regular projective estimators for semimartingale models / Kacha DzhaparidzePt. II : Asymptotically linear estimators
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1993
Persistent link: https://www.econbiz.de/10010822616
Saved in:
6
On second order optimality of regular projective estimators / Kacha DzhaparidzePt. I
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1990
Persistent link: https://www.econbiz.de/10010782219
Saved in:
7
Selfexciting counting process systems with finite state space
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1989
Persistent link: https://www.econbiz.de/10010782245
Saved in:
8
On correlation calculus for multivariate martingales
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1990
Persistent link: https://www.econbiz.de/10010782570
Saved in:
9
Recursive approximate maximum likelihood estimation for a class of counting process models
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1989
Persistent link: https://www.econbiz.de/10010782731
Saved in:
10
Minimality and reducibility of conditionally poisson systems with finite state space
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1989
Persistent link: https://www.econbiz.de/10010782736
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