N. Besdziek, “Strong approximations of semimartingales by processes with independent increments”, Probab. Th. Rel. Fields, 87, № 4, 1991, 489
James E. Hutton, Paul I. Nelson, “Quasi-likelihood estimation for semimartingales”, Stochastic Processes and their Applications, 22, № 2, 1986, 245
Fred Böker, “A Stochastic First Purchase Diffusion Model: A Counting Process Approach”, Journal of Marketing Research, 24, № 1, 1987, 64
R. J. Chitashvili, M. G. Mania, “Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems”, Stochastics, 21, № 3, 1987, 187
Alan F. Karr, Time Series and Statistics, 1990, 130
M.E. Thompson, A. Thavaneswaran, “On Bayesian nonparametric estimation for stochastic processes”, Journal of Statistical Planning and Inference, 33, № 1, 1992, 131
C. C. Heyde, A Celebration of Statistics, 1985, 355
Ibrahim A. Salama, Dana Quade, “On the asymptotic permutational normality of certain weighted measures of correlation”, Statistics & Probability Letters, 10, № 2, 1990, 125
M. H. A. Davis, Electronic Systems Effectiveness and Life Cycle Costing, 1983, 135
V. P. Godambe, C. C. Heyde, Selected Works of C.C. Heyde, 2010, 386