Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.spl.2007.09.013 / rank
 
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Latest revision as of 11:25, 28 June 2024

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Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
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