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Latest revision as of 00:05, 28 July 2024

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Efficient estimation methods for non-Gaussian regression models in continuous time
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    Efficient estimation methods for non-Gaussian regression models in continuous time (English)
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    14 February 2022
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    regression model
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    Lévy process
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    asymptotic efficiency
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    weighted least squares estimates
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    Pinsker constant
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    quadratic risk
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