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Advances in Optimization and Statistics
May 16, 2014
10:35
, Moscow, IITP
Pathwise stability of likelihood estimators for diffusions via rough paths
H. Mai
Weierstrass Institute for Applied Analysis and Stochastics, Berlin
http://www.youtube.com/watch?v=Ij7jPUHzuxE
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Steklov Math. Inst. of RAS
, 2024