Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656)
From MaRDI portal
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
