Statistical modeling of diffusion processes with free knot splines (Q1408736)

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Statistical modeling of diffusion processes with free knot splines
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    Statistical modeling of diffusion processes with free knot splines (English)
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    25 September 2003
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    drift coefficient
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    maximum partial likelihood
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    method of Sieves
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    rates of convergence
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    stochastic integrals
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    time-dependent covariates
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