Optimal estimation of a signal perturbed by a fractional Brownian noise (Q2790684)
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scientific article; zbMATH DE number 6551541
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| English | Optimal estimation of a signal perturbed by a fractional Brownian noise |
scientific article; zbMATH DE number 6551541 |
Statements
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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Optimal estimation of a signal perturbed by a fractional Brownian noise (English)
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0.9357131719589232
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0.9195548295974731
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0.8385168313980103
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0.8278847932815552
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0.8164948225021362
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