A two-step estimation of diffusion processes using noisy observations (Q4634446)
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scientific article; zbMATH DE number 6857845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-step estimation of diffusion processes using noisy observations |
scientific article; zbMATH DE number 6857845 |
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A two-step estimation of diffusion processes using noisy observations (English)
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10 April 2018
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diffusion processes
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measurement error
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pre-averaging approach
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kernel smoothing
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