Efficient estimation and filtering for multivariate jump-diffusions (Q2024483)
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scientific article; zbMATH DE number 7343314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation and filtering for multivariate jump-diffusions |
scientific article; zbMATH DE number 7343314 |
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Efficient estimation and filtering for multivariate jump-diffusions (English)
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4 May 2021
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multivariate jump-diffusions
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likelihood inference
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filtering
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density estimation
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efficiency
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