Asymptotic theory for non-linear least squares estimator for diffusion processes (Q3314782)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for non-linear least squares estimator for diffusion processes |
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Asymptotic theory for non-linear least squares estimator for diffusion processes (English)
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1983
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nonlinear least squares estimator
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diffusion processes
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asymptotic normality
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nonlinear drift coefficients
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Ito stochastic differential equation
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asymptotic efficiency
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