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

DOI10.1016/J.SPL.2011.03.028MaRDI QIDQ553079zbMATH OpenOpenAlexFDO

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

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

Cited in

(4)

• Corrigendum to the ``Elementary Process Theory
• Conditional distributions of processes related to fractional Brownian motion
• scientific article; zbMATH DE number 7166290 (Why is no real title available?)
• Corrigendum to: ``Averaging principle for fast-slow system driven by mixed fractional Brownian rough path

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