Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656)
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scientific article
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| English | Quasi likelihood analysis of volatility and nondegeneracy of statistical random field |
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Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (English)
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28 April 2014
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asymptotic mixed normality
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Bayes type estimators
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convergence of moments
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discrete time observations
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maximum likelihood type estimators
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polynomial type large deviation inequalities
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0.7745320200920105
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0.7726296186447144
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0.7646802067756653
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0.7532511353492737
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