Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562): Difference between revisions

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Latest revision as of 10:28, 30 July 2024

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Maximum likelihood estimation of time-inhomogeneous diffusions.
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    Maximum likelihood estimation of time-inhomogeneous diffusions. (English)
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    4 May 2003
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    Maximum likelihood estimation
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    Time-inhomogeneous diffusion
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    Transition
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    density
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    Hermite expansion
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