Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913): Difference between revisions
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scientific article
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English | Hybrid multi-step estimators for stochastic differential equations based on sampled data |
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Hybrid multi-step estimators for stochastic differential equations based on sampled data (English)
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25 June 2015
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adaptive estimation
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Bayes type estimator
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convergence of moments
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diffusion process
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discrete time observations
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maximum likelihood type estimator
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