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For a multi-dimensional diffusion process with small dispersion parameter $ \varepsilon $, an asymptotically efficient estimator of the drift parameter is studied. When the sample path is observed at ...$ n $ regularly spaced time points $ t_k = k/n, k = 0, 1, cdots, n $, we investigate asymptotic properties of a one-step estimator derived from an approximate estimating function under the situation when $ \varepsilon \rightarrow 0 $ and $ n \rightarrow infty $ simultaneously.続きを見る
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Mendeley出力
