ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES (Q3592377)

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ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
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    ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES (English)
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    13 September 2007
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    recurrence condition
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    Lyapunov method
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    discrete observations
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    likelihood estimator
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    simulations
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