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most citedQuasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations

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math.ST2012★ 13 cited

Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations

Teppei Ogihara, Nakahiro Yoshida

We consider nonsynchronous sampling of parameterized stochastic regression models, which contain stochastic differential equations. Constructing a quasi-likelihood function, we pro…