Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quasi-likelihood analysis for the stochastic differential equation with jumps |
scientific article |
Statements
Quasi-likelihood analysis for the stochastic differential equation with jumps (English)
0 references
7 November 2011
0 references
diffusion process with jumps
0 references
parametric inference
0 references
discrete observations
0 references
asymptotic normality
0 references
quasi-maximum likelihood analysis
0 references
Bayes type analysis
0 references
large deviation inequality
0 references
0 references
0 references
0 references
0 references