Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises (Q1039494)
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scientific article; zbMATH DE number 5640391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises |
scientific article; zbMATH DE number 5640391 |
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Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises (English)
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30 November 2009
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maximum likelihood estimation
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partially observed diffusion process
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continuous-time observations
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