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Jimenez, J. C.; Carbonell, F. Local linear approximations of jump diffusion processes. (English) Zbl 1099.60057 J. Appl. Probab. 43, No. 1, 185-194 (2006). MSC: 60J75 60J60 60H35 PDFBibTeX XMLCite \textit{J. C. Jimenez} and \textit{F. Carbonell}, J. Appl. Probab. 43, No. 1, 185--194 (2006; Zbl 1099.60057) Full Text: DOI Euclid
Bartlett, M. S. The ’ideal’ estimation equation. (English) Zbl 0536.62018 Essays in statistical science, Pap. in Honour of P. A. P. Moran, J. Appl. Probab., Spec. Vol. 19A, 187-200 (1982). Reviewer: G.Roussas MSC: 62F10 62H12 62B05 PDFBibTeX XML