Pages that link to "Item:Q888473"
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The following pages link to Local asymptotic mixed normality property for nonsynchronously observed diffusion processes (Q888473):
Displaying 10 items.
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
- Local asymptotic normality for linear homogeneous difference equations with non-Gaussian noise (Q1303907) (← links)
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
- (Q3768220) (← links)
- Estimation of Correlation Between Latent Processes (Q4976496) (← links)
- Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions (Q6120824) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
- Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239) (← links)