Estimation for the invariant law of an ergodic diffusion process based on high-frequency data (Q3106432)
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| Language | Label | Description | Also known as |
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| English | Estimation for the invariant law of an ergodic diffusion process based on high-frequency data |
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Estimation for the invariant law of an ergodic diffusion process based on high-frequency data (English)
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21 December 2011
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ergodic diffusion
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invariant law
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weak convergence
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asymptotic efficiency
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