LAN property for ergodic diffusions with discrete observations (Q1863418): Difference between revisions

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LAN property for ergodic diffusions with discrete observations
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    LAN property for ergodic diffusions with discrete observations (English)
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    11 March 2003
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    ergodic diffusion process
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    LAN property
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    log-likelihood ratio
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    Malliavin calculus
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    parametric estimation
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