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A note on smoothed estimating functions - MaRDI portal

A note on smoothed estimating functions (Q1335374)

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scientific article; zbMATH DE number 646719
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English
A note on smoothed estimating functions
scientific article; zbMATH DE number 646719

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    A note on smoothed estimating functions (English)
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    1 November 1994
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    censored observations
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    diffusion process model
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    likelihood based models
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    kernel estimation of semimartingale intensity
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    smoothed optimal estimating equation
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