Parameter estimation and optimal filtering for fractional type stochastic systems (Q5933676)
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scientific article; zbMATH DE number 1599676
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| English | Parameter estimation and optimal filtering for fractional type stochastic systems |
scientific article; zbMATH DE number 1599676 |
Statements
Parameter estimation and optimal filtering for fractional type stochastic systems (English)
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17 August 2001
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innovation process
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Girsanov formula
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maximum likelihood
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optimal filtering
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fractional Brownian motions
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0.8191607594490051
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0.8176235556602478
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0.8174849152565002
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0.8173255920410156
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