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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