Estimation of the nuisance parameter for a semimartingale regression model (Q1179404)

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Estimation of the nuisance parameter for a semimartingale regression model
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    Estimation of the nuisance parameter for a semimartingale regression model (English)
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    26 June 1992
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    nuisance parameter
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    semimartingale regression model
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    method of sieves
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    consistency
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    square integrable martingale
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