Estimation in discretely observed diffusions killed at a threshold (Q4923054)

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scientific article; zbMATH DE number 6170817
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    Estimation in discretely observed diffusions killed at a threshold
    scientific article; zbMATH DE number 6170817

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      Estimation in Discretely Observed Diffusions Killed at a Threshold (English)
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      5 June 2013
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      bootstrap
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      diffusion processes
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      first-passage times
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      model misspecification
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      sequential estimation
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      stochastic neuron models
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