On effects of discretization on estimators of drift parameters for diffusion processes (Q3122870): Difference between revisions

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Latest revision as of 23:32, 19 March 2024

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On effects of discretization on estimators of drift parameters for diffusion processes
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    On effects of discretization on estimators of drift parameters for diffusion processes (English)
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    4 May 1997
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    numerical examples
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    discrete time sampling
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    inference for stochastic processes
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    maximum likelihood estimation
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    stochastic differential equations
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    stochastic Taylor expansions
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