Parameter estimation and optimal filtering for fractional type stochastic systems
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Publication:5933676
DOI10.1023/A:1009923431187zbMath0966.62069OpenAlexW1528084050MaRDI QIDQ5933676
Alain Le Breton, M.-C. Roubaud, Marina Kleptsyna
Publication date: 17 August 2001
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009923431187
Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)
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