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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@@ Property / cites work @@
+Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
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@@ Property / cites work @@
+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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@@ Property / cites work @@
+Identification of Nonstationary Diffusion Model by the Method of Sieves
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@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
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@@ Property / cites work @@
+Q4264747
@@ Property / cites work: Q4264747 / rank @@
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@@ Property / cites work @@
+Q4828192
@@ Property / cites work: Q4828192 / rank @@
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@@ Property / cites work @@
+Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process
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+https://doi.org/10.1081/sap-200029489
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+W2143852301
@@ Property / OpenAlex ID: W2143852301 / rank @@
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