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Quasi-likelihood estimation for semimartingales · Study

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ArticleQuasi-likelihood estimation for semimartingales

James E. Hutton1986

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Articlebronze1986

Quasi-likelihood estimation for semimartingales

James E. Hutton · Paul I. Nelson

69 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Probability and Statistical Research Statistical Methods and Inference

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1996On effects of discretization on estimators of drift parameters for diffusion processes 2000Semiparametric ARCH Models: An Estimating Function Approach 2008A two-stage realized volatility approach to estimation of diffusion processes with discrete data 2023Online parameter estimation for the McKean–Vlasov stochastic differential equation 1990On quasi likelihood for semimartingales

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Year1986

Typearticle

Published1986-07-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations69

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0304-4149(86)90004-9

openalex_workW1965674471

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