Estimation of the nuisance parameter for a semimartingale regression model (Q1179404): Difference between revisions

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+Nonparametric maximum likelihood estimation by the method of sieves
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+Estimation for a semimartingale regression model using the method of sieves
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+Identification of Nonstationary Diffusion Model by the Method of Sieves
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+Stochastic convergence of weighted sums of random elements in linear spaces
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+https://doi.org/10.1007/bf02080198
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