Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
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DOI: 10.1016/j.spa.2013.03.013
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Cited by:
- Uehara, Yuma, 2019. "Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models," Stochastic Processes and their Applications, Elsevier, vol. 129(10), pages 4051-4081.
- Masuda, Hiroki, 2019. "Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process," Stochastic Processes and their Applications, Elsevier, vol. 129(3), pages 1013-1059.
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Keywords
Goodness of fit; High-frequency data; Self-normalized residuals; Stochastic differential equation;All these keywords.
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