Parameter estimation and optimal filtering for fractional type stochastic systems (Q5933676): Difference between revisions

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Latest revision as of 10:27, 30 July 2024

scientific article; zbMATH DE number 1599676
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English
Parameter estimation and optimal filtering for fractional type stochastic systems
scientific article; zbMATH DE number 1599676

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    Parameter estimation and optimal filtering for fractional type stochastic systems (English)
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    17 August 2001
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    innovation process
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    Girsanov formula
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    maximum likelihood
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    optimal filtering
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    fractional Brownian motions
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