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Classes of diffusion-type processes with a sufficient reduction - MaRDI portal

Classes of diffusion-type processes with a sufficient reduction (Q3742552)

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Classes of diffusion-type processes with a sufficient reduction
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    Classes of diffusion-type processes with a sufficient reduction (English)
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    1986
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    stochastic differential equations
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    maximum likelihood estimation
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    sufficient data reduction
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    sufficient statistic
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    curved exponential family
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    diffusion-type processes
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    Riccati equation
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