Title of article
Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
Author/Authors
Alain Le Breton، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 1998
Pages
12
From page
263
To page
274
Keywords
Fractional Brownian motion , Optimal filter , Best linear unbiased estimator , Maximum likelihood estimator
Journal title
Statistics and Probability Letters
Serial Year
1998
Journal title
Statistics and Probability Letters
Record number
138905
Link To Document