Design for estimation of the drift parameter in fractional diffusion systems
| Year of publication: |
2012
|
|---|---|
| Authors: | Brouste, Alexandre ; Kleptsyna, Marina ; Popier, Alexandre |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 15.2012, 2, p. 133-149
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| Publisher: |
Springer |
| Subject: | Optimal design | Parameter estimation | Maximum likelihood | Fractional diffusion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010556973