Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191)
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scientific article
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| English | Quasi-likelihood analysis for nonsynchronously observed diffusion processes |
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Quasi-likelihood analysis for nonsynchronously observed diffusion processes (English)
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2 September 2014
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diffusion processes
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stochastic differential equations
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asymptotic mixed normality
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Bayes type estimators
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nonsynchronous observations
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polynomial type large deviation inequality
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quasi-likelihood analysis
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quasi-maximum likelihood estimators
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0.93646187
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0.93470925
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0.9293099
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0.9154341
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0.9139616
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