Asymptotic properties of MLE for partially observed fractional diffusion system
| Year of publication: |
2010
|
|---|---|
| Authors: | Brouste, Alexandre ; Kleptsyna, Marina |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 1, p. 1-13
|
| Publisher: |
Springer |
| Subject: | Parameter estimation | Maximum likelihood | Fractional diffusion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533936