Fractional Ornstein-Uhlenbeck signal processing

MaRDI QIDQ4566170zbMATH OpenFDO

Authors Tran Hung Thao, Tran Manh Tuong, Tran Phuoc Loc

Publication date 14 June 2018

zbMATH Keywords

\(L^2\)-approximation approachfractional Brownian motionfractional Ornstein-Uhlenbeck signal

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(8)

• Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications
• Fractional analytic signals
• Fractional Fourier transform, signal processing and uncertainty principles
• Least squares estimations for approximate fractional vasicek model driven by a semimartingale
• On a consistent estimator of a useful signal in Ornstein-Uhlenbeck stochastic model in \(\mathbb{C}[-l, l[\)
• Fractional order signal processing. Introductory concepts and applications.
• Fractional processes and fractional-order signal processing. Techniques and applications
• Asymptotic accuracy in estimation of a fractional signal in a small white noise

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