Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039): Difference between revisions
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scientific article
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English | Asymptotic properties of Monte Carlo estimators of diffusion processes |
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Asymptotic properties of Monte Carlo estimators of diffusion processes (English)
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2 May 2016
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Monte Carlo estimators
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diffusion processes
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simulation-based estimation
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Doss transformation
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