Hybrid estimators for stochastic differential equations from reduced data (Q1656855)

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Hybrid estimators for stochastic differential equations from reduced data
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    Hybrid estimators for stochastic differential equations from reduced data (English)
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    10 August 2018
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    Bayes-type estimator
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    convergence of moments
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    ergodic diffusion process
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    multi-step estimator
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    non-ergodic diffusion process
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    quasi maximum likelihood estimator
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    reduced data
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    thinned data
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