Estimation for Translation of a Process Driven by Fractional Brownian Motion
DOI10.1080/07362990500278725zbMATH Open1101.62068OpenAlexW1986743866MaRDI QIDQ5707908FDOQ5707908
Authors: B. L. S. Prakasa Rao 
Publication date: 25 November 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990500278725
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Cites Work
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- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- Statistical analysis of the fractional Ornstein--Uhlenbeck type process
- Title not available (Why is that?)
- Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
- Parameter estimation and optimal filtering for fractional type stochastic systems
- Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets
- Title not available (Why is that?)
- Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process
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