Uchida, Masayuki; Yoshida, Nakahiro - In: Stochastic Processes and their Applications 123 (2013) 7, pp. 2851-2876
We construct a quasi likelihood analysis for diffusions under the high-frequency sampling over a finite time interval. For this, we prove a polynomial type large deviation inequality for the quasi likelihood random field. Then it becomes crucial to prove nondegeneracy of a key index χ0. By...
