Statistical inference in factor analysis for diffusion processes from discrete observations (Q6076572)

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scientific article; zbMATH DE number 7750937
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    Statistical inference in factor analysis for diffusion processes from discrete observations
    scientific article; zbMATH DE number 7750937

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      Statistical inference in factor analysis for diffusion processes from discrete observations (English)
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      17 October 2023
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      factor analysis
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      asymptotic theory
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      high-frequency data
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      stochastic differential equation
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