Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757): Difference between revisions
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Revision as of 15:24, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation and model testing for Markov processes via conditional characteristic functions |
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Parameter estimation and model testing for Markov processes via conditional characteristic functions (English)
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7 March 2013
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diffusion processes
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empirical likelihood
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kernel smoothing
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Lévy-driven processes
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