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20132023
most citedConvergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency

54 citations · 115 across the 22 of their papers we have counts for

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math.ST2021

Estimation of ergodic square-root diffusion under high-frequency sampling

Yuzhong Cheng, Nicole Hufnagel, Hiroki Masuda

Gaussian quasi-likelihood estimation of the parameter in the square-root diffusion process is studied under high frequency sampling. Different from the previous study of Overbe…