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Design for estimation of the drift parameter in fractional diffusion systems

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  • Alexandre Brouste
  • Marina Kleptsyna
  • Alexandre Popier

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  • Alexandre Brouste & Marina Kleptsyna & Alexandre Popier, 2012. "Design for estimation of the drift parameter in fractional diffusion systems," Statistical Inference for Stochastic Processes, Springer, vol. 15(2), pages 133-149, July.
    • Handle: RePEc:spr:sistpr:v:15:y:2012:i:2:p:133-149
    DOI: 10.1007/s11203-012-9067-5
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    References listed on IDEAS

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    1. Alexandre Brouste & Marina Kleptsyna, 2010. "Asymptotic properties of MLE for partially observed fractional diffusion system," Statistical Inference for Stochastic Processes, Springer, vol. 13(1), pages 1-13, April.
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    Cited by:

    1. Cai, Chunhao & Lv, Wujun, 2020. "Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).

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