Ghahramani, M.; Thavaneswaran, A. Nonlinear recursive estimation of volatility via estimating functions. (English) Zbl 1284.62555 J. Stat. Plann. Inference 142, No. 1, 171-180 (2012). MSC: 62M10 62F10 62P05 91B70 PDF BibTeX XML Cite \textit{M. Ghahramani} and \textit{A. Thavaneswaran}, J. Stat. Plann. Inference 142, No. 1, 171--180 (2012; Zbl 1284.62555) Full Text: DOI
Kessler, Mathieu; Sørensen, Michael Estimating equations based on eigenfunctions for a discretely observed diffusion process. (English) Zbl 0980.62074 Bernoulli 5, No. 2, 299-314 (1999). MSC: 62M05 60J60 60H10 62F12 PDF BibTeX XML Cite \textit{M. Kessler} and \textit{M. Sørensen}, Bernoulli 5, No. 2, 299--314 (1999; Zbl 0980.62074) Full Text: DOI
Lin, Yan-Xia; Heyde, C. C. Optimal estimating functions and Wedderburn’s quasi-likelihood. (English) Zbl 0791.62026 Commun. Stat., Theory Methods 22, No. 8, 2341-2350 (1993). MSC: 62F10 PDF BibTeX XML Cite \textit{Y.-X. Lin} and \textit{C. C. Heyde}, Commun. Stat., Theory Methods 22, No. 8, 2341--2350 (1993; Zbl 0791.62026) Full Text: DOI
McLeish, D. L.; Small, Christopher G. A projected likelihood function for semiparametric models. (English) Zbl 0753.62034 Biometrika 79, No. 1, 93-102 (1992). MSC: 62H12 62F12 PDF BibTeX XML Cite \textit{D. L. McLeish} and \textit{C. G. Small}, Biometrika 79, No. 1, 93--102 (1992; Zbl 0753.62034) Full Text: DOI
Sørensen, Michael On quasi likelihood for semimartingales. (English) Zbl 0714.62075 Stochastic Processes Appl. 35, No. 2, 331-346 (1990). Reviewer: C.C.Heyde MSC: 62M09 60G48 62F10 PDF BibTeX XML Cite \textit{M. Sørensen}, Stochastic Processes Appl. 35, No. 2, 331--346 (1990; Zbl 0714.62075) Full Text: DOI