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Quasi likelihood analysis of volatility and nondegeneracy of statistical random field · Study

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ArticleQuasi likelihood analysis of volatility and nondegeneracy of statistical random field

Masayuki Uchida2013

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Articlebronze2013

Quasi likelihood analysis of volatility and nondegeneracy of statistical random field

Masayuki Uchida · Nakahiro Yoshida

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

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Stochastic processes and financial applications Statistical Methods and Inference Stochastic processes and statistical mechanics

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References

1997Estimation of an Ergodic Diffusion from Discrete Observations 1992Estimation for diffusion processes from discrete observation 1993On the estimation of the diffusion coefficient for multi-dimensional diffusion processes 2006Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations 1987On estimating the diffusion coefficient 2001Local Asymptotic Mixed Normality Property for Elliptic Diffusion: A Malliavin Calculus Approach 2003Small-diffusion asymptotics for discretely sampled stochastic differential equations 2011Quasi-likelihood analysis for the stochastic differential equation with jumps

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Year2013

Typearticle

Published2013-04-06

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations33

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2013.04.008

openalex_workW2072867050

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