Quasi-Likelihood Analysis for Stochastic Regression Models with   Nonsynchronous Observations
  We consider nonsynchronous sampling of parameterized stochastic regression models, which contain stochastic differential equations. Constructing a quasi-likelihood function, we prove that the quasi-maximum likelihood estimator and the Bayes type estimator are consistent and asymptotically mixed normal when the sampling frequency of the nonsynchronous data becomes large. 
Teppei Ogihara and Nakahiro Yoshida
math.ST stat.TH