Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion

DOI10.1081/SAP-120024701zbMath1022.62070OpenAlexW2013741680MaRDI QIDQ4421479

Jaya P. N. Bishwal

Publication date: 27 August 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120024701

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications

Uses Software

• longmemo

Cites Work

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