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Article Dans Une Revue Statistical Inference for Stochastic Processes Année : 2010

Asymptotic properties of MLE for partially observed fractional diffusion system

Marina Kleptsyna

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hal-01634593 , version 1 (14-11-2017)

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Alexandre Brouste, Marina Kleptsyna. Asymptotic properties of MLE for partially observed fractional diffusion system. Statistical Inference for Stochastic Processes, 2010, 13 (1), pp.1 - 13. ⟨10.1007/s11203-009-9035-x⟩. ⟨hal-01634593⟩
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