Malliavin calculus approach to statistical inference for Lévy driven SDE's (Q2340302)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus approach to statistical inference for Lévy driven SDE's |
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Malliavin calculus approach to statistical inference for Lévy driven SDE's (English)
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16 April 2015
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Malliavin calculus
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likelihood function
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Lévy driven SDE
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regular statistical experiment
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Cramer-Rao inequality
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