Statistical Inference and Malliavin Calculus (Q2904869)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Inference and Malliavin Calculus |
scientific article |
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Statistical Inference and Malliavin Calculus (English)
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24 August 2012
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diffusion processes
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Malliavin calculus
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parametric estimation
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Cramer-Rao lower bound
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LAN property
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LAMN property
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jump-diffusion processes
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score function
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