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Maximum Likelihood Theory for Large Interacting Systems
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    Maximum Likelihood Theory for Large Interacting Systems (English)
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    1990
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    maximum likelihood estimator
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    mean-field-type model
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    testing of hypothesis of noninteraction
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    large interacting systems
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    exchangeable subsystems
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    consistency
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    asymptotic normality
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    interacting particles
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    Itô equations
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    interacting diffusions
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