Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations (Q2743915)
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scientific article; zbMATH DE number 1647689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations |
scientific article; zbMATH DE number 1647689 |
Statements
17 September 2001
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diffusion process
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approximate maximum likelihood estimator
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local asymptotic normality
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approximate Bayes estimator
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0.89292514
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Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations (English)
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