Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function (Q2722306)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function |
scientific article |
Statements
Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function (English)
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11 July 2001
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continuous-time score function
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diffusion process
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discrete observations
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estimating function
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