Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2072867050 / rank | |||
Normal rank |
Revision as of 14:33, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quasi likelihood analysis of volatility and nondegeneracy of statistical random field |
scientific article |
Statements
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (English)
0 references
28 April 2014
0 references
asymptotic mixed normality
0 references
Bayes type estimators
0 references
convergence of moments
0 references
discrete time observations
0 references
maximum likelihood type estimators
0 references
polynomial type large deviation inequalities
0 references