Estimation of the Brownian dimension of a continuous Itô process (Q1002566)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Brownian dimension of a continuous Itô process |
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Estimation of the Brownian dimension of a continuous Itô process (English)
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2 March 2009
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asymptotic testing
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Brownian dimension
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discrete observations
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Itô processes
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