Re-weighted functional estimation of second-order diffusion processes (Q1928377): Difference between revisions

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Revision as of 07:17, 5 March 2024

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Re-weighted functional estimation of second-order diffusion processes
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    Re-weighted functional estimation of second-order diffusion processes (English)
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    3 January 2013
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    asymptotic normality
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    consistency
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    empirical likelihood
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    re-weighted estimator
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