Maximum Likelihood Estimates of a Class of One-Dimensional Stochastic Differential Equation Models From Discrete Data (Q2759335)

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Maximum Likelihood Estimates of a Class of One-Dimensional Stochastic Differential Equation Models From Discrete Data
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    Maximum Likelihood Estimates of a Class of One-Dimensional Stochastic Differential Equation Models From Discrete Data (English)
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    12 December 2001
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    discrete maximum likelihood estimators
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    quadrature approximation
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    Euler scheme
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