Self-similar processes, fractional Brownian motion and statistical inference (Q5326930)
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scientific article; zbMATH DE number 6193677
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| English | Self-similar processes, fractional Brownian motion and statistical inference |
scientific article; zbMATH DE number 6193677 |
Statements
1 August 2013
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fractional Ornstein-Uhlenbeck-type process
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Girsanov-type theorem
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maximum likelihood estimation
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Bayes estimation
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nonparametric inference
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linear stochastic systems
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0.8244866728782654
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