Estimation of diffusion parameters for discretely observed diffusion processes (Q701680): Difference between revisions

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Latest revision as of 01:01, 5 March 2024

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Estimation of diffusion parameters for discretely observed diffusion processes
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    Estimation of diffusion parameters for discretely observed diffusion processes (English)
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    22 May 2003
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    CKLS model
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    diffusion parameters
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    ergodic diffusion processes
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    empirical process theory
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    consistency
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    rate of convergence
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