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Importance sampling techniques for estimation of diffusion models. (English) Zbl 1272.65012

Kessler, Mathieu (ed.) et al., Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Boca Raton, FL: CRC Press (ISBN 978-1-4398-4940-8/hbk; 978-1-4398-4976-7/ebook). Monographs on Statistics and Applied Probability 124, 311-340 (2012).
MSC:  65C50 60G17 60J60 65C05 62D05 60J22
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