Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757): Difference between revisions

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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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