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1311.6435
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Non parametric estimation of the diffusion coefficents of a diffusion with jumps
25 November 2013
Emeline Schmisser
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Papers citing
"Non parametric estimation of the diffusion coefficents of a diffusion with jumps"
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Title
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
57
44
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12 Mar 2014
1