Quasi-likelihood analysis for the stochastic differential equation with jumps

DOI10.1007/s11203-011-9057-zzbMath1225.62114OpenAlexW2082757146WikidataQ115380881 ScholiaQ115380881MaRDI QIDQ644964

Teppei Ogihara, Nakahiro Yoshida

Publication date: 7 November 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-011-9057-z

zbMATH Keywords

asymptotic normalitydiscrete observationsparametric inferenceBayes type analysisdiffusion process with jumpslarge deviation inequalityquasi-maximum likelihood analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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