Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises
type: Item
instance of: scholarly article
title: Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises
zbMATH Open document ID: 1177.62027
author: Alexandre Brouste
published in: Journal of Statistical Planning and Inference
publication date: 2009-11-30T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 5640391
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: partially observed diffusion process
zbMATH Keywords: continuous-time observations
MaRDI profile type: Publication
full work available at URL: j.jspi.2009.08.001
OpenAlex ID: W2083190908
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DOI: 10.1016/J.JSPI.2009.08.001
description: scientific article; zbMATH DE number 5640391