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
收藏
页码：259 / 265
页数：7
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