Statistical inference in factor analysis for diffusion processes from discrete observations (Q6076572)
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scientific article; zbMATH DE number 7750937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference in factor analysis for diffusion processes from discrete observations |
scientific article; zbMATH DE number 7750937 |
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Statistical inference in factor analysis for diffusion processes from discrete observations (English)
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17 October 2023
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factor analysis
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asymptotic theory
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high-frequency data
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stochastic differential equation
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