Robust Estimation of Dispersion Parameter in Discretely Observed Diffusion Processes (Q2960521)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Estimation of Dispersion Parameter in Discretely Observed Diffusion Processes |
scientific article |
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Robust Estimation of Dispersion Parameter in Discretely Observed Diffusion Processes (English)
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17 February 2017
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diffusion processes
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dispersion parameter
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minimum density power divergence estimator
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robust estimation
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