Asymptotic properties of MLE for partially observed fractional diffusion system
By Alexandre Brouste, Marina L. Kleptsyna. 2010
70 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/296694635be605b120edfb60c1c3cdad8462ad2c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- David Nualart
- Yaozhong Hu
- Hongjuan Zhou
- Laure Coutin
- Bernard Bercu
- Nicolas Savy
- Ciprian A. Tudor
- Frederi G. Viens
In Statistics and Probability
- David Nualart
- Yaozhong Hu
- Hongjuan Zhou
- Laure Coutin
- Bernard Bercu
- Nicolas Savy
- Khalifa Es-Sebaiy
- Frederi G. Viens
Citations in the corpus
- Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process (2008, methodology): “We just learn that the central limit theorem was established via a different approach by Brouste and Kleptsyna [5].”
- Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter (2017, background): “Later on, Brouste and Kleptsyna investigated MLE in the paper (Brouste and Kleptsyna 2010) and proved the following central limit thoerem.”