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Partial quasi-likelihood analysis (Q2329845)

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Language	Label	Description	Also known as
English	Partial quasi-likelihood analysis	scientific article

Statements

scholarly article

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Partial quasi-likelihood analysis (English)

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Nakahiro Yoshida

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Japanese Journal of Statistics and Data Science

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publication date

18 October 2019

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full work available at URL

https://arxiv.org/abs/1801.00279

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zbMATH Keywords

partial quasi-likelihood analysis

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large deviation

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quasi-maximum-likelihood estimator

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quasi-Bayesian estimator

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mixing

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partial mixing

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MaRDI profile type

MaRDI publication profile

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Statistical inference for ergodic point processes and application to limit order book

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Schwarz type model comparison for LAQ models

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Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio

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Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators

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Hybrid multi-step estimators for stochastic differential equations based on sampled data

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Malliavin calculus, geometric mixing, and expansion of diffusion functionals

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Statistical inference for spatial Poisson processes

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Statistical inference for ergodic diffusion processes.

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Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes

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Parametric Estimation of Lévy Processes

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Moment convergence in regularized estimation under multiple and mixed-rates asymptotics

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Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency

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Adaptive Bayes Estimators and Hybrid Estimators for Small Diffusion Processes Based on Sampled Data

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Quasi-likelihood analysis for the stochastic differential equation with jumps

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Quasi-likelihood analysis for nonsynchronously observed diffusion processes

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Asymptotic Theory of Weakly Dependent Random Processes

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Moment convergence of regularized least-squares estimator for linear regression model

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Contrast-based information criterion for ergodic diffusion processes from discrete observations

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Adaptive estimation of an ergodic diffusion process based on sampled data

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Quasi likelihood analysis of volatility and nondegeneracy of statistical random field

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Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations

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AIC for the non-concave penalized likelihood method

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Partial mixing and Edgeworth expansion

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Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S42081-018-0006-6

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Sitelinks

Mathematics(1 entry)

mardi Publication:2329845

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