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

13 August 2013

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

2 / 2 papers shown

Title
Uniform moment bounds of Fisher's information with applications to time series N. Chan C. Ing 58 31 0 21 Nov 2012
Asymptotic normality of the Quasi Maximum Likelihood Estimator for multidimensional causal processes Jean‐Marc Bardet Olivier Wintenberger 87 120 0 05 Dec 2007