Parametric inference for stochastic differential equations: a smooth and match approach (Q2863818)

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scientific article; zbMATH DE number 6235596
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    Parametric inference for stochastic differential equations: a smooth and match approach
    scientific article; zbMATH DE number 6235596

      Statements

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      4 December 2013
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      asymptotic normality
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      diffusion processes
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      kernel density estimators
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      M-estimators
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      \(\sqrt{n}\)-consistency
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      smooth estimators
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      match estimators
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      stochastic differential equation
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      Parametric inference for stochastic differential equations: a smooth and match approach (English)
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