Parametric inference for diffusions observed at stopping times (Q2188470)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric inference for diffusions observed at stopping times |
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Parametric inference for diffusions observed at stopping times (English)
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11 June 2020
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diffusion coefficient estimation
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observation at stopping times
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consistent sequence of estimators
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local asymptotic mixed normality
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asymptotic variance
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optimal lower bound
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