Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478)
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English | Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation |
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Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (English)
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5 February 2011
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regularity of martingale families
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Harris diffusion
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maximum likelihood estimator
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rate of convergence
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