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Asymptotic properties of MLE for partially observed fractional diffusion system - MaRDI portal

Asymptotic properties of MLE for partially observed fractional diffusion system (Q625313)

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scientific article; zbMATH DE number 5851807
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English
Asymptotic properties of MLE for partially observed fractional diffusion system
scientific article; zbMATH DE number 5851807

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    Asymptotic properties of MLE for partially observed fractional diffusion system (English)
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    15 February 2011
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    parameter estimation
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    maximum likelihood
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    fractional diffusion
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