Re-weighted functional estimation of second-order diffusion processes (Q1928377)
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scientific article; zbMATH DE number 6121451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Re-weighted functional estimation of second-order diffusion processes |
scientific article; zbMATH DE number 6121451 |
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Re-weighted functional estimation of second-order diffusion processes (English)
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3 January 2013
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asymptotic normality
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consistency
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empirical likelihood
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re-weighted estimator
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