Fractional Diffusion with Partial Observations (Q2890081): Difference between revisions

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-Marina Kleptsyna
@@ Property / author: Marina Kleptsyna / rank @@
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+Marina Kleptsyna
@@ Property / author: Marina Kleptsyna / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2011.581173
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@@ Property / OpenAlex ID @@
+W2038949648
@@ Property / OpenAlex ID: W2038949648 / rank @@
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@@ Property / cites work @@
+Statistical Inference for Probabilistic Functions of Finite State Markov Chains
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@@ Property / cites work @@
+Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
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@@ Property / cites work @@
+Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises
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+Asymptotic properties of MLE for partially observed fractional diffusion system
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+Design for estimation of the drift parameter in fractional diffusion systems
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+Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
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+Almost sure parameter estimation and convergence rates for hidden Markov models
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@@ Property / cites work @@
+Leroux's method for general hidden Markov models
@@ Property / cites work: Leroux's method for general hidden Markov models / rank @@
+Normal rank
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+Asymptotic normality of the maximum likelihood estimator in state space models
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+Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises
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+Statistical inference for ergodic diffusion processes.
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@@ Property / cites work @@
+Maximum-likelihood estimation for hidden Markov models
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@@ Property / cites work @@
+Optimal inputs for linear system identification
@@ Property / cites work: Optimal inputs for linear system identification / rank @@
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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+Linear estimation of self-similar processes via Lamperti's transformation
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