Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171): Difference between revisions
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English | Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach |
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Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (English)
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12 May 2017
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diffusion
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infinitesimal operator
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martingale
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nonparametric
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