Parameter estimation by contrast minimization for noisy observations of a diffusion process (Q2934864): Difference between revisions

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Latest revision as of 11:06, 9 July 2024

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Parameter estimation by contrast minimization for noisy observations of a diffusion process
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    Parameter estimation by contrast minimization for noisy observations of a diffusion process (English)
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    22 December 2014
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    contrast function
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    diffusion process
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    hidden Markov models
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    parametric inference
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    discrete time noisy observations
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