Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion (Q3084959)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion |
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Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion (English)
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25 March 2011
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martingale estimating functions
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transition and invariant densities
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maximum likelihood estimators
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