Quasi-likelihood analysis and its applications
DOI10.1007/s11203-021-09266-0zbMath1502.62086OpenAlexW4213058358MaRDI QIDQ2137733
Publication date: 16 May 2022
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-021-09266-0
diffusion processadaptive estimatorpoint processLévy processquasi-maximum likelihood estimatorvolatilityquasi-likelihoodinformation criterionsparse estimationjump-diffusion processnon-synchronous observationsIbragimov-Khasminskii theoryjump filterlocally asymptotically quadratic random fieldpolynomial type large deviationquasi-Bayesian estimator
Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Large deviations (60F10)
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