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On quasi likelihood for semimartingales
6 references·0 citing·22 second hop
On quasi likelihood for semimartingales (1990)On quasi likelihood for semimartingalesLikelihood Methods for Diffusions with Jumps (2020)Likelihood Methods for Diffus…Quasi-likelihood estimation for semimartingales (1986)Quasi-likelihood estimation f…Interchanging the order of differentiation and stochastic integration (1984)Interchanging the order of di…STOCHASTIC CALCULUS AND APPLICATIONS (1983)STOCHASTIC CALCULUS AND APPLI…Calcul Stochastique et Problèmes de Martingales (1979)Calcul Stochastique et Problè…Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales (1976)Caract�ristiques locales et c…Diffusion processes with continuous coefficients, I (1969)Quelques applications de la formule de changement de variables pour les semimartingales (1970)Default Risk and Diversification: Theory and Empirical Implications (2001)Martingale methods in stochastic control (2005)Intégrales stochastiques I (2006)Risk Processes with Non-stationary Hawkes Claims Arrivals (2008)On the decomposition of solutions of stochastic differential equations (1981)Martingales dépendant d'un paramètre: une formule d'Ito (1982)Stochastic Differential Equations and Diffusion Processes (1983)Jump filtering and efficient drift estimation for Lévy-driven SDEs (2018)On effects of discretization on estimators of drift parameters for diffusion processes (1996)Semiparametric ARCH Models: An Estimating Function Approach (2000)A two-stage realized volatility approach to estimation of diffusion processes with discrete data (2008)The fundamental theorem of asset pricing for unbounded stochastic processes (1998)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Time-changed Lévy processes and option pricing (2003)Pricing foreign currency options under stochastic interest rates (1991)Backward stochastic differential equations with jumps and related non-linear expectations (2006)Robust control and model misspecification (2006)Asymptotic inference for semimartingale models with singular parameter points (1994)Least squares estimators for stochastic differential equations driven by small Lévy noises (2016)Valuation of defer and relocation options in photovoltaic generation investments by a stochastic simulation-based method (2019)
this work references cited by second hop

References

  • 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
  • 1983STOCHASTIC CALCULUS AND APPLICATIONS480 cited
  • 1976Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales94 cited
  • 1986Quasi-likelihood estimation for semimartingales69 cited
  • 2020Likelihood Methods for Diffusions with Jumps43 cited
  • 1984Interchanging the order of differentiation and stochastic integration24 cited

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