Asymptotic accuracy in estimation of a fractional signal in a small white noise (Q827934)

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Asymptotic accuracy in estimation of a fractional signal in a small white noise
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    Asymptotic accuracy in estimation of a fractional signal in a small white noise (English)
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    14 January 2021
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    optimal linear filtering
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    fractional Ornstein-Uhlenbeck process
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    asymptotic analysis
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