Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964)
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scientific article; zbMATH DE number 5968835
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| English | Quasi-likelihood analysis for the stochastic differential equation with jumps |
scientific article; zbMATH DE number 5968835 |
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Quasi-likelihood analysis for the stochastic differential equation with jumps (English)
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7 November 2011
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diffusion process with jumps
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parametric inference
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discrete observations
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asymptotic normality
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quasi-maximum likelihood analysis
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Bayes type analysis
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large deviation inequality
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0.8224414587020874
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0.8121976852416992
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0.8117846846580505
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0.785442590713501
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