Remarks on Drift Estimation for Diffusion Processes (Q3549899)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on Drift Estimation for Diffusion Processes |
scientific article |
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Remarks on Drift Estimation for Diffusion Processes (English)
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30 March 2010
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parameter estimation
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diffusion process
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nonparametric estimation
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maximum likelihood principle
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minimum distance estimator
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reversible diffusion process
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molecular dynamics
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Langevin equation
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