Estimating discontinuous periodic signals in a time inhomogeneous diffusion
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Publication:2431003
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Cited in
(25)- On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
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- On frequency estimation for a periodic ergodic diffusion process
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- \(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries
- Wavelet estimation in diffusions with periodicity
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- On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
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