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• W2022387832 abstract "This paper is devoted to the determination of the asymptotical optimal input for the estimation of the drift parameter in a partially observed but controlled fractional Ornstein–Uhlenbeck process. Large sample asymptotical properties of the Maximum Likelihood Estimator are deduced using Ibragimov–Khasminskii program and Laplace transform computations." @default.
• W2022387832 created "2016-06-24" @default.
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• W2022387832 date "2013-05-27" @default.
• W2022387832 modified "2023-10-02" @default.
• W2022387832 title "CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS" @default.
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• W2022387832 doi "https://doi.org/10.1142/s0219493712500256" @default.
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