Adaptive estimation for degenerate diffusion processes (Q2044342)
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scientific article
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| English | Adaptive estimation for degenerate diffusion processes |
scientific article |
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Adaptive estimation for degenerate diffusion processes (English)
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9 August 2021
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degenerate diffusion
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one-step estimator
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quasi-maximum likelihood estimator
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0.9246696
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0.9096134
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0.9079076
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0.90274507
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