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Latest revision as of 11:08, 12 July 2024

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Semi-nonparametric estimation and misspecification testing of diffusion models
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    Semi-nonparametric estimation and misspecification testing of diffusion models (English)
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    12 August 2016
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    diffusion process
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    kernel estimation
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    nonparametric
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    specification testing
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    semiparametric
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    transition density
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