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Local asymptotic mixed normality property for nonsynchronously observed
  diffusion processes

Local asymptotic mixed normality property for nonsynchronously observed diffusion processes

20 October 2013
Teppei Ogihara
ArXivPDFHTML

Papers citing "Local asymptotic mixed normality property for nonsynchronously observed diffusion processes"

1 / 1 papers shown
Title
Quasi-Likelihood Analysis for Stochastic Regression Models with
  Nonsynchronous Observations
Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations
Teppei Ogihara
Nakahiro Yoshida
50
14
0
20 Dec 2012
1