Fractional Diffusion with Partial Observations
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Publication:2890081
DOI10.1080/03610926.2011.581173zbMath1315.62025MaRDI QIDQ2890081
Alexandre Brouste, Alexandre Popier, Marina Kleptsyna
Publication date: 8 June 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.581173
62F12: Asymptotic properties of parametric estimators
62K05: Optimal statistical designs
60G22: Fractional processes, including fractional Brownian motion
62M09: Non-Markovian processes: estimation
60J60: Diffusion processes
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