ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION (Q5320884): Difference between revisions

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Property / cites work: On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's / rank
 
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Property / cites work: Statistical analysis of the fractional Ornstein--Uhlenbeck type process / rank
 
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Property / cites work: Parameter estimation and optimal filtering for fractional type stochastic systems / rank
 
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Property / cites work: An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions / rank
 
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Property / cites work: Stochastic evolution equations with fractional Brownian motion / rank
 
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Property / cites work: Statistical aspects of the fractional stochastic calculus / rank
 
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Latest revision as of 08:21, 30 July 2024

scientific article; zbMATH DE number 5582255
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ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
scientific article; zbMATH DE number 5582255

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