Adaptive efficient analysis for big data ergodic diffusion models
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Publication:2137741
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Cited in
(5)- Sharp adaptive drift estimation for ergodic diffusions: the multivariate case
- Improved estimation method for high dimension semimartingale regression models based on discrete data
- Optimal nonlinear dynamics modeling method for big data based on fractional calculus and simulated annealing
- Adaptive efficient robust sequential analysis for autoregressive big data models
- Truncated sequential guaranteed estimation for the Cox-Ingersoll-Ross models
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