Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion (Q4681137): Difference between revisions

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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+General approach to filtering with fractional brownian noises — application to linear systems
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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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+Sequential estimation of the parameters of diffusion processes
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+Q4947392
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+Q4264747
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+Q4828192
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+Normal rank
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+Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process
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