Optimal estimation of a signal perturbed by a mixed fractional Brownian motion (Q4559031)
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scientific article; zbMATH DE number 6987425
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| English | Optimal estimation of a signal perturbed by a mixed fractional Brownian motion |
scientific article; zbMATH DE number 6987425 |
Statements
30 November 2018
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mixed fractional Brownian motion
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maximum likelihood estimation
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Bayes estimation
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0.92427259683609
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0.9195548295974731
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0.8544749617576599
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0.8408846855163574
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0.8405077457427979
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