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Propriété LAN pour les diffusions ergodiques avec observations discrètes

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2012Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package76 cited
2003Small-diffusion asymptotics for discretely sampled stochastic differential equations

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2018Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process32 cited

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