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
Keywords :
Fractional Brownian motion , Optimal filter , Best linear unbiased estimator , Maximum likelihood estimator
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
