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~isPartOf:"Statistical Inference for Stochastic Processes"
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AMS 1991 subject classification: 93E20
1
Fractional Brownian motion
1
Kernel method
1
Nonparametric estimation
1
Primary 62M09
1
Secondary 60G15
1
Small noise
1
Stochastic differential equation
1
Trend
1
asymptotic bias
1
asymptotic expansions
1
asymptotic normality
1
asymptotically efficient estimators
1
deconvolution
1
dynamical system
1
invariant measure
1
nonparametric estimation
1
propagation of errors
1
small noise
1
stochastic approximation
1
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Blanke, D.
1
Bosq, D.
1
Guégan, D.
1
Mishra, M.
1
Pergamenshchikov, S.
1
Rao, B. Prakasa
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Statistical Inference for Stochastic Processes
Physica A: Statistical Mechanics and its Applications
17
Finance and Stochastics
16
Stochastic Processes and their Applications
16
Risk-Sensitive Investment Management
15
International Journal of Theoretical and Applied Finance (IJTAF)
13
International journal of theoretical and applied finance
13
Applied mathematical finance
10
Finance and stochastics
7
Quantitative finance
7
Annals of the Institute of Statistical Mathematics
5
CREATES Research Papers
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Cowles Foundation Discussion Papers
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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International journal of financial engineering
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Operations research letters
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IBMEC RJ Economics Discussion Papers
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Mathematics of operations research
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The European journal of finance
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The journal of computational finance
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Asia-Pacific financial markets
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Carlo Alberto Notebooks
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Computational economics
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Journal of banking & finance
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Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Bonn Econ Discussion Papers
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CPQF Working Paper Series
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Computational Statistics
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Discussion Paper
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Discussion paper / Tinbergen Institute
2
Documents de travail du Centre d'Economie de la Sorbonne
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Economics Papers from University Paris Dauphine
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Economics letters
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Insurance : mathematics and economics
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Mathematical Methods of Operations Research
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1
Modelization and Nonparametric Estimation for Dynamical Systems with Noise
Blanke, D.
;
Bosq, D.
;
Guégan, D.
- In:
Statistical Inference for Stochastic Processes
6
(
2003
)
3
,
pp. 267-290
Persistent link: https://www.econbiz.de/10005616067
Saved in:
2
Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
Mishra, M.
;
Rao, B. Prakasa
- In:
Statistical Inference for Stochastic Processes
14
(
2011
)
2
,
pp. 101-109
Persistent link: https://www.econbiz.de/10009149865
Saved in:
3
Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time
Pergamenshchikov, S.
- In:
Statistical Inference for Stochastic Processes
1
(
1998
)
2
,
pp. 197-223
Persistent link: https://www.econbiz.de/10005184596
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