Generalized moment estimation of stochastic differential equations (Q311323)

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scientific article; zbMATH DE number 6630934
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English
Generalized moment estimation of stochastic differential equations
scientific article; zbMATH DE number 6630934

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    Generalized moment estimation of stochastic differential equations (English)
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    29 September 2016
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    moment conditions
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    empirical likelihood
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    generalized minimum contrast
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    exponential tilting
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