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Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes

✍ Scribed by L. Galtchouk; S. Pergamenshchikov

Publisher: Springer Netherlands
Year: 2006
Tongue: English
Weight: 158 KB
Volume: 9
Category: Article
ISSN: 1387-0874
DOI: 10.1007/s11203-005-3248-4

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