CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS
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Publication:2841324
DOI10.1142/S0219493712500256zbMath1267.62085MaRDI QIDQ2841324
Chunhao Cai, Alexandre Brouste
Publication date: 24 July 2013
Published in: Stochastics and Dynamics (Search for Journal in Brave)
maximum likelihood estimator; optimal designs; fractional Ornstein-Uhlenbeck; partially observed problems
60G22: Fractional processes, including fractional Brownian motion
62M05: Markov processes: estimation; hidden Markov models
65R10: Numerical methods for integral transforms
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A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift, Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system
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