Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion

Stochastic Analysis and Applications

Volumn 21, Issue 5, 2003, Pages 995-1007

  Bishwal, J P N ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Asymptotic normality; Filtering; Fractional brownian motion; Long range dependence; Maximum likelihood estimate; Partially observed stochastic differential equations; Strong consistency

Indexed keywords

EID: 0141542556     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120024701     Document Type: Article

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