Filtering and parameter estimation in a simple linear...

Statistics & Probability Letters 1998 Vol. 38; Iss. 3

Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion

Alain Le Breton
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Volume:
38
Year:
1998
Language:
english
Pages:
12
DOI:
10.1016/s0167-7152(98)00029-7
File:
PDF, 520 KB
english, 1998
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