Corrigendum to ``Prediction for some processes related to a fractional Brownian motion

DOI10.1016/J.SPL.2011.03.028zbMATH Open1221.60052OpenAlexW1996434039MaRDI QIDQ553079FDOQ553079

Authors: T. E. Duncan, Holger Fink 

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.028

zbMATH Keywords

predictionfractional Brownian motionconditional expectation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Prediction for some processes related to a fractional Brownian motion
• Are classes of deterministic integrands for fractional Brownian motion on an interval complete?

Cited In (4)

• Corrigendum to: ``Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
• Conditional distributions of processes related to fractional Brownian motion
• Corrigendum to the ``Elementary Process Theory
• Title not available (Why is that?)

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