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Alain Breton · Study

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Alain Breton

5 works· latest 2003· 2 institutionscluster: provisional

h-index5

i105

Citations542

Works here5

76

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Most cited in this library

Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process2002 · 267 citations
Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion1998 · 97 citations
On continuous and discrete sampling for parameter estimation in diffusion type processes1976 · 73 citations
Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems2000 · 69 citations
About the linear-quadratic regulator problem under a fractional Brownian perturbation2003 · 36 citations

Works

5 shown

About the linear-quadratic regulator problem under a fractional Brownian perturbation

ESAIM Probability and Statistics·2003·3 authors·Open access

36citations

Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process

Statistical Inference for Stochastic Processes·2002·2 authors

267citations

Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems

Statistical Inference for Stochastic Processes·2000·3 authors

69citations

Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion

Statistics & Probability Letters·1998·1 author

97citations

On continuous and discrete sampling for parameter estimation in diffusion type processes

Mathematical programming studies·1976·1 author·chapter

73citations