On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401)

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On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
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    On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (English)
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    1 September 2016
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    stochastic differential equations
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    least squares estimator
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    Brownian motion
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    Girsanov transformation
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    discrete observation
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    consistency
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    asymptotic distribution
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