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Sequential estimation of parameters of diffusion processes - MaRDI portal

Sequential estimation of parameters of diffusion processes (Q1113243)

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scientific article; zbMATH DE number 4080677
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English
Sequential estimation of parameters of diffusion processes
scientific article; zbMATH DE number 4080677

    Statements

    Sequential estimation of parameters of diffusion processes (English)
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    1985
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    See the review in Zbl 0566.62069.
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    drift of diffusion processes
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    asymptotic properties
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