Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/61711
Authors: 
Liptser, R.
Spokoiny, Vladimir G.
Year of Publication: 
1999
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1999,85
Subjects: 
autoregression
martingale
deviation probability
maximum likelihood estimate
linear diffusion
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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