Optimal Estimation of a Signal Perturbed by a Fractional Brownian Noise (Q2790684)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Estimation of a Signal Perturbed by a Fractional Brownian Noise |
scientific article |
Statements
Optimal Estimation of a Signal Perturbed by a Fractional Brownian Noise (English)
0 references
8 March 2016
0 references
fractal Brownian motion
0 references
maximum likelihood estimate
0 references
Bayesian estimate
0 references
sequential estimation
0 references
optimal stopping
0 references
0 references