CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS (Q2841324)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS |
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CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS (English)
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24 July 2013
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partially observed problems
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maximum likelihood estimator
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fractional Ornstein-Uhlenbeck
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optimal designs
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