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We consider nonsynchronous sampling of parameterized stochastic regressionmodels, which contain stochastic differential equations. Constructing aquasi-likelihood function, we prove that the quasi-maximum likelihood estimatorand the Bayes type estimator are consistent and asymptotically mixed normalwhen the sampling frequency of the nonsynchronous data becomes large.

Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations