Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty (Q3306180)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty |
scientific article |
Statements
12 August 2020
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stochastic differential equation
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sub-linear expectation
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least squares estimator
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exponential martingale inequality
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strong consistency
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math.ST
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stat.TH
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