Optimal Estimation of a Signal Perturbed by a Fractional Brownian Noise (Q2790684)

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Optimal Estimation of a Signal Perturbed by a Fractional Brownian Noise
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    Optimal Estimation of a Signal Perturbed by a Fractional Brownian Noise (English)
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    8 March 2016
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    fractal Brownian motion
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    maximum likelihood estimate
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    Bayesian estimate
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    sequential estimation
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    optimal stopping
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