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Asymptotic properties of MLE for partially observed fractional diffusion system

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References

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Cited by

2011Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process52 cited
2013Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process45 cited
2014Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process35 cited
2016Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean27 cited

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