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~isPartOf:"Statistical Inference for Stochastic Processes"
~person:"Baran, Sándor"
~person:"Loukianov, O."
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Harris diffusion
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Maximum likelihood estimator
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Radon-Nikodym derivatives
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Rate of convergence
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Regularity of martingale families
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Wiener sheet
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maximum likelihood estimator
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stochastic integral along a curve
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weighted integral of the normal derivative of a random process along a curve
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Baran, Sándor
Loukianov, O.
Küchler, Uwe
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Breton, A. Le
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Chigansky, Pavel
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Dachian, Sergueï
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Statistical Inference for Stochastic Processes
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Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
Loukianova, D.
;
Loukianov, O.
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10005616061
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Estimation of the Mean of a Wiener Sheet
Baran, Sándor
;
Pap, Gyula
;
Zuijlen, Martien Van
- In:
Statistical Inference for Stochastic Processes
7
(
2004
)
3
,
pp. 279-304
Persistent link: https://www.econbiz.de/10005616042
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