Statistical inference for ergodic diffusion processes.
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Publication:1418099
zbMath1038.62073MaRDI QIDQ1418099
Publication date: 7 January 2004
Published in: Springer Series in Statistics (Search for Journal in Brave)
Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Markov processes: hypothesis testing (62M02)
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