Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process (Q2762606): Difference between revisions

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+Martingale estimation functions for discretely observed diffusion processes
+Normal rank
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+Time series: theory and methods.
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+Q3711437
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Consistent and asymptotically normal parameter estimates for hidden Markov models
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