Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion (Q3158188): Difference between revisions

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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Parameter estimation and optimal filtering for fractional type stochastic systems
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+Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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+Identification of Nonstationary Diffusion Model by the Method of Sieves
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+Q4947392
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+Q4264747
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+Q4828192
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+Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process
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+Publication:3158188