Moment estimation for ergodic diffusion processes (Q2469659): Difference between revisions

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+Q4355988
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+Malliavin calculus, geometric mixing, and expansion of diffusion functionals
+Normal rank
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+Q3330343
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+Efficiency of the empirical distribution for ergodic diffusion
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+Statistical inference for ergodic diffusion processes.
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+Q3238762
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+Q4522393
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+Third-order asymptotic expansion of \(M\)-estimators for diffusion processes
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+Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
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+Bounds for the Mixing Rate in the Theory of Stochastic Equations
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+On polynomial mixing bounds for stochastic differential equations
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+Malliavin calculus and asymptotic expansion for martingales
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+Partial mixing and Edgeworth expansion
@@ Property / cites work: Partial mixing and Edgeworth expansion / rank @@
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