Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
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DOI:
10.1016/j.spl.2007.09.013
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发表时间:
2008-05
影响因子:
0.8
通讯作者:
C. Mancini
中科院分区:
文献类型:
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作者:
C. Mancini