Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006): Difference between revisions

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+W1999334898
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+Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
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+ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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