Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

By Nakahiro Yoshida. 2011

145 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e5ddad46cde76f17e3e1c829fbf2b71e4deafff4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Hiroki Masuda
2. Teppei Ogihara
3. Nakahiro Yoshida
4. V. Todorov
5. Hongwei Long
6. Yasutaka Shimizu
7. Markus Bibinger
8. Takaki Hayashi

In Management Science and Operations Research

1. Hiroki Masuda
2. Teppei Ogihara
3. Nakahiro Yoshida

In Statistics and Probability

1. Hiroki Masuda
2. Teppei Ogihara
3. Nakahiro Yoshida
4. Markus Bibinger
5. Takaki Hayashi
6. Chenxu Li
7. Jian Wang

Citations in the corpus

• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (2013, methodology): “Under the present assumptions, we can apply Yoshida [48], Lemma 4, to get E0[|∂k θ ′n(f ; θ)|K ] T −K/2 n + T 1−K n”
• Quasi-likelihood analysis for the stochastic differential equation with jumps (2011, methodology): “The following theorems are Theorems 3, 5 and 10 of Yoshida (2005). Here we give a simplified version of them.”