Prediction-based estimation for diffusion models with high-frequency data (Q825345)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction-based estimation for diffusion models with high-frequency data |
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Prediction-based estimation for diffusion models with high-frequency data (English)
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17 December 2021
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diffusion process
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high-frequency data
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infinitesimal generator
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potential operator
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parametric inference
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prediction-based estimating function
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\(\rho\)-mixing
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