Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function (Q2722306)

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Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function
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    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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