The adaptive quasi-likelihood analysis is developed for a degenerate diffusion process. Asymptotic normality and moment convergence are proved for the quasi-maximum likelihood estimators and quasi-Bayesian estimators, in the adaptive scheme.
翻译:针对退化扩散过程,发展了自适应拟似然分析方法。在自适应框架下,证明了拟极大似然估计量与拟贝叶斯估计量的渐近正态性与矩收敛性。