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Jaya P. N. Bishwal
Front matter
1-11
Parametric Stochastic Differential Equations
15-48
Rates of Weak Convergence of Estimators in Homogeneous Diffusions
49-60
Large Deviations of Estimators in Homogeneous Diffusions
61-78
Local Asymptotic Mixed Normality for Nonhomogeneous Diffusions
79-97
Bayes and Sequential Estimation in Stochastic PDEs
99-122
Maximum Likelihood Estimation in Fractional Diffusions
125-157
Approximate Maximum Likelihood Estimation in Nonhomogeneous Diffusions
159-200
Rates of Weak Convergence of Estimators in the Ornstein-Uhlenbeck Process
201-223
Local Asymptotic Normality for Discretely Observed Homogeneous Diffusions
225-244
Estimating Function for Discretely Observed Homogeneous Diffusions
Back matter
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