Quasi-likelihood analysis and its applications (Q2137733)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-likelihood analysis and its applications |
scientific article |
Statements
Quasi-likelihood analysis and its applications (English)
0 references
16 May 2022
0 references
Ibragimov-Khasminskii theory
0 references
quasi-likelihood
0 references
locally asymptotically quadratic random field
0 references
polynomial type large deviation
0 references
quasi-maximum likelihood estimator
0 references
quasi-Bayesian estimator
0 references
diffusion process
0 references
adaptive estimator
0 references
jump-diffusion process
0 references
Lévy process
0 references
volatility
0 references
jump filter
0 references
point process
0 references
non-synchronous observations
0 references
information criterion
0 references
sparse estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
