Parameter estimation in continuous-time stochastic processes (Q3965451): Difference between revisions
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English | Parameter estimation in continuous-time stochastic processes |
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Parameter estimation in continuous-time stochastic processes (English)
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1982
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Ito processes
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parametrized drift
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almost sure characterization of sample path-wise limit sets of maximum likelihood estimates
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uniform strong law of large numbers for stochastic integrals
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