Parametric inference for stochastic differential equations: a smooth and match approach (Q2863818)

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Parametric inference for stochastic differential equations: a smooth and match approach
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    Statements

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    4 December 2013
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    asymptotic normality
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    diffusion processes
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    kernel density estimators
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    M-estimators
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    \(\sqrt{n}\)-consistency
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    smooth estimators
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    match estimators
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    stochastic differential equation
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    math.ST
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    stat.TH
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