Asymptotic properties of MLE for partially observed fractional diffusion system (Q625313)

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Asymptotic properties of MLE for partially observed fractional diffusion system
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    title
    Asymptotic properties of MLE for partially observed fractional diffusion system (English)
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    author
    Alexandre Brouste
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    Marina Kleptsyna
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    publication date
    15 February 2011
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    zbMATH DE Number
    5851807
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    zbMATH Keywords
    parameter estimation
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    maximum likelihood
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    fractional diffusion
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