Recursive parameter estimation for semimartingales

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Title: Recursive parameter estimation for semimartingales
Author: Thavaneswaran, A.; Habib, M. K.
Publisher: North Carolina State University. Dept. of Statistics
Date: 1987
Series/Report No.: Institute of Statistics mimeo series
1819
URI: http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1987_1817.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8428


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