Asymptotic accuracy in estimation of a fractional signal in a small white noise (Q827934)
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scientific article; zbMATH DE number 7294379
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| English | Asymptotic accuracy in estimation of a fractional signal in a small white noise |
scientific article; zbMATH DE number 7294379 |
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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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0.8164663314819336
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0.7805328965187073
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0.768444836139679
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0.7632642388343811
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