Estimation of the coefficients of a diffusion from discrete observations (Q3030066)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the coefficients of a diffusion from discrete observations |
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Estimation of the coefficients of a diffusion from discrete observations (English)
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1986
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diffusion process
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equally spaced time points
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loss of information
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discretization
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