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most citedLearning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation

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math.ST2007★ 14 cited

Moment estimation for ergodic diffusion processes

Yury A. Kutoyants, Nakahiro Yoshida

We investigate the moment estimation for an ergodic diffusion process with unknown trend coefficient. We consider nonparametric and parametric estimation. In each case, we present…