Parameter estimation and optimal filtering for fractional type stochastic systems (Q5933676)
From MaRDI portal
scientific article; zbMATH DE number 1599676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation and optimal filtering for fractional type stochastic systems |
scientific article; zbMATH DE number 1599676 |
Statements
Parameter estimation and optimal filtering for fractional type stochastic systems (English)
0 references
17 August 2001
0 references
innovation process
0 references
Girsanov formula
0 references
maximum likelihood
0 references
optimal filtering
0 references
fractional Brownian motions
0 references
