Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems
Year of publication: |
2000
|
---|---|
Authors: | Kleptsyna, M.L. ; Breton, A. Le ; Roubaud, M.-C. |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 1, p. 173-182
|
Publisher: |
Springer |
Subject: | fractional Brownian motion | innovation process | Girsanov formula | maximum likelihood | optimal filtering |
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