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scientific article; zbMATH DE number 775841
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scientific article; zbMATH DE number 775841

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    19 September 1995
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    exponential AR model
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    amplitude-dependent AR model
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    diffusion process
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    local linearization
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    Pearson system
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    exponential family
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    maximum likelihood estimation
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    nonlinear time series models
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    nonlinear stochastic dynamical systems
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    time discretization method
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    identification procedure
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    non-Gaussian time series
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