On the approximate maximum likelihood estimation for diffusion processes (Q449968): Difference between revisions

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Revision as of 01:18, 5 March 2024

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On the approximate maximum likelihood estimation for diffusion processes
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    On the approximate maximum likelihood estimation for diffusion processes (English)
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    3 September 2012
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    asymptotic expansion
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    asymptotic normality
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    consistency
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    discrete time observations
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