Statistical Inference for Ergodic Diffusion Processes O.P 1Der Arbeitsmarkt2

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Statistical Inference for Ergodic Diffusion Processes O.P 1Der Arbeitsmarkt2Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents for the first time in book form many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples both non standard and classical that reappear as the investigation progresses to