Quasi-likelihood analysis for the stochastic differential equation with jumps

T. Ogihara () and N. Yoshida ()

Statistical Inference for Stochastic Processes, 2011, vol. 14, issue 3, 189-229

Keywords: Diffusion process with jumps; Parametric inference; Discrete observation; Asymptotic normality; Quasi-maximum likelihood analysis; Bayes type analysis; Large deviation inequality (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11203-011-9057-z

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