Quasi-likelihood analysis and its applications (Q2137733): Difference between revisions

@@ Property / cites work @@
+Long-Time Behavior of a Hawkes Process--Based Limit Order Book
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic point processes and application to limit order book
+Normal rank
@@ Property / cites work @@
+Method of moments estimators and multi-step MLE for Poisson processes
+Normal rank
@@ Property / cites work @@
+Schwarz type model comparison for LAQ models
@@ Property / cites work: Schwarz type model comparison for LAQ models / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+On covariance estimation of non-synchronously observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Nonsynchronous covariation process and limit theorems
+Normal rank
@@ Property / cites work @@
+Simulation and Inference for Stochastic Processes with YUIMA
+Normal rank
@@ Property / cites work @@
+Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
+Normal rank
@@ Property / cites work @@
+Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
+Normal rank
@@ Property / cites work @@
+Q3920437
@@ Property / cites work: Q3920437 / rank @@
+Normal rank
@@ Property / cites work @@
+Global jump filters and quasi-likelihood analysis for volatility
+Normal rank
@@ Property / cites work @@
+Hybrid multi-step estimators for stochastic differential equations based on sampled data
+Normal rank
@@ Property / cites work @@
+Q4852336
@@ Property / cites work: Q4852336 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Q3330343
@@ Property / cites work: Q3330343 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4841576
@@ Property / cites work: Q4841576 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Statistical inference for spatial Poisson processes
+Normal rank
@@ Property / cites work @@
+Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases
+Normal rank
@@ Property / cites work @@
+On the multi-step MLE-process for ergodic diffusion
+Normal rank
@@ Property / cites work @@
+Q3288488
@@ Property / cites work: Q3288488 / rank @@
+Normal rank
@@ Property / cites work @@
+Fourier series method for measurement of multivariate volatilities
+Normal rank
@@ Property / cites work @@
+Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
+Normal rank
@@ Property / cites work @@
+Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
+Normal rank
@@ Property / cites work @@
+Modelling intensities of order flows in a limit order book
+Normal rank
@@ Property / cites work @@
+Analyzing order flows in limit order books with ratios of Cox-type intensities
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion of Skorohod integrals
@@ Property / cites work: Asymptotic expansion of Skorohod integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Local asymptotic mixed normality property for nonsynchronously observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood analysis for the stochastic differential equation with jumps
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood analysis for nonsynchronously observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Q4206261
@@ Property / cites work: Q4206261 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for non-linear least squares estimator for diffusion processes
+Normal rank
@@ Property / cites work @@
+Estimation of parameters for diffusion processes with jumps from discrete observations
+Normal rank
@@ Property / cites work @@
+Penalized least squares approximation methods and their applications to stochastic processes
+Normal rank
@@ Property / cites work @@
+Contrast-based information criterion for ergodic diffusion processes from discrete observations
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of an ergodic diffusion process based on sampled data
+Normal rank
@@ Property / cites work @@
+Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
+Normal rank
@@ Property / cites work @@
+Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
+Normal rank
@@ Property / cites work @@
+AIC for the non-concave penalized likelihood method
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of M-estimator and related random field for diffusion process
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank
@@ Property / cites work @@
+Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Martingale expansion in mixed normal limit
@@ Property / cites work: Martingale expansion in mixed normal limit / rank @@
+Normal rank
@@ Property / cites work @@
+Partial quasi-likelihood analysis
@@ Property / cites work: Partial quasi-likelihood analysis / rank @@
+Normal rank