Parametric estimation from approximate data: non-Gaussian diffusions (Q906937): Difference between revisions
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scientific article
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English | Parametric estimation from approximate data: non-Gaussian diffusions |
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Parametric estimation from approximate data: non-Gaussian diffusions (English)
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1 February 2016
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parametric estimation
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non-Gaussian diffusions
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empirical covariance estimators
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indirect observability
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stationary process
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optimal sub-sampling schemes
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