scientific article; zbMATH DE number 5224882
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Publication:5434010
zbMath1145.62070MaRDI QIDQ5434010
Richard A. Davis, Yu Yang, Peter J. Brockwell
Publication date: 9 January 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wiener measuremaximum likelihoodRadon-Nikodym derivativethreshold autoregressionsampled processCameron-Martin-Girsanov formulacontinuous-time autoregression
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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