Quasi-likelihood analysis and its applications (Q2137733)
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scientific article; zbMATH DE number 7527230
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quasi-likelihood analysis and its applications |
scientific article; zbMATH DE number 7527230 |
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Quasi-likelihood analysis and its applications (English)
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16 May 2022
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Ibragimov-Khasminskii theory
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quasi-likelihood
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locally asymptotically quadratic random field
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polynomial type large deviation
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quasi-maximum likelihood estimator
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quasi-Bayesian estimator
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diffusion process
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adaptive estimator
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jump-diffusion process
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Lévy process
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volatility
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jump filter
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point process
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non-synchronous observations
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information criterion
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sparse estimation
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0.8142697811126709
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0.7880950570106506
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0.7809610962867737
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0.77928227186203
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