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Common terms and phrasesapply argument Assume asymptotic ball Borel measurable brackets Brownian motion Cb(E compact condition continuous Corollary Cox model define definition denote density derivative differentiable diffusion distribution Dominated Convergence Donsker efficient score function empirical processes equation estimator sequence exists finite fixed follows Gaussian given Glivenko-Cantelli Glivenko-Cantelli class Hausdorff measure hence implies inequality interaction large deviation Lecture Lemma limit linear lower bound Markov process Markov property martingale martingale problem Math maximal maximum likelihood estimator measurable functions measure-valued metric metric space MF(E MF(Rd Mp(E notation Note nuisance parameter path measure Perkins Polish space Prob Proposition prove random walk Recall Remark result S(Xt satisfies score function Section semiparametric models shows solution space stochastic integral strong Markov submodel subset super-Brownian motion superprocess tangent set theory unique variables Wiener sausage Z-estimators zero Bibliographic information
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