On cusp estimation of ergodic diffusion process (Q1410582)

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On cusp estimation of ergodic diffusion process
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    On cusp estimation of ergodic diffusion process (English)
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    14 October 2003
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    ergodic diffusion processes
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    cusp estimation
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    singular estimation problem
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    maximum-likelihood estimator
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    Bayesian estimator
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    limit distribution
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