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20122025
most citedQuasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations

13 citations · 13 across the 3 of their papers we have counts for

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math.ST2025

Asymptotically uniformly most powerful tests for diffusion processes with nonsynchronous observations

Teppei Ogihara, Futo Ueno

This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financ…