Parameter estimation in continuous-time stochastic processes (Q3965451): Difference between revisions

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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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