Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913)

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Hybrid multi-step estimators for stochastic differential equations based on sampled data
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    Hybrid multi-step estimators for stochastic differential equations based on sampled data (English)
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    25 June 2015
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    adaptive estimation
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    Bayes type estimator
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    convergence of moments
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    diffusion process
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    discrete time observations
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    maximum likelihood type estimator
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