Lin’kov, Yu. N. The asymptotic normality of stochastic integrals and the statistics of discontinuous processes. (English. Russian original) Zbl 0481.60029 Theory Probab. Math. Stat. 23, 97-107 (1981); translation from Teor. Veroyatn. Mat. Stat. 23, 91-101 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page MSC: 60F05 Central limit and other weak theorems 60H05 Stochastic integrals 60G17 Sample path properties 60G57 Random measures 62A01 Foundations and philosophical topics in statistics 62B10 Statistical aspects of information-theoretic topics Keywords:asymptotic normality; local martingale measure; maximum likelihood estimators; Shannon information Citations:Zbl 0469.62065; Zbl 0413.62067 PDFBibTeX XMLCite \textit{Yu. N. Lin'kov}, Theory Probab. Math. Stat. 23, 97--107 (1980; Zbl 0481.60029); translation from Teor. Veroyatn. Mat. Stat. 23, 91--101 (1980)