Maximum likelihood estimation for the drift parameter in diffusion processes (Q2833696)

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scientific article; zbMATH DE number 6656304
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Maximum likelihood estimation for the drift parameter in diffusion processes
scientific article; zbMATH DE number 6656304

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    Maximum likelihood estimation for the drift parameter in diffusion processes (English)
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    25 November 2016
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    maximum likelihood estimation
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    ergodic process
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    consistency
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    asymptotic normality
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