Information theory for maximum likelihood estimation of diffusion models (Q898589)

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scientific article; zbMATH DE number 6522146
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English
Information theory for maximum likelihood estimation of diffusion models
scientific article; zbMATH DE number 6522146

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    Information theory for maximum likelihood estimation of diffusion models (English)
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    18 December 2015
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    Kullback-Leibler information criterion
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    fiber bundle
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    high frequency
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    infinitesimal generator
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    infill asymptotics
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    misspecification
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