Martingale estimating functions based on eigenfunctions for discretely observed small diffusions (Q2844166)

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scientific article; zbMATH DE number 6202354
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Martingale estimating functions based on eigenfunctions for discretely observed small diffusions
scientific article; zbMATH DE number 6202354

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    28 August 2013
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    diffusion process with small noise
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    discrete time observation
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    parametric inference
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    Martingale estimating functions based on eigenfunctions for discretely observed small diffusions (English)
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