//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"optimal filtering"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Extension of the Kalman–Bucy F...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
optimal filtering
fractional Brownian motion
2
Girsanov formula
1
bias
1
innovation process
1
maximum likelihood
1
maximum likelihood estimator
1
mean square error
1
multiple regression strong consistency semimartingale
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Breton, A. Le
1
Kleptsyna, M.L.
1
Roubaud, M.-C.
1
Published in...
All
Statistical Inference for Stochastic Processes
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems
Kleptsyna, M.L.
;
Breton, A. Le
;
Roubaud, M.-C.
- In:
Statistical Inference for Stochastic Processes
3
(
2000
)
1
,
pp. 173-182
Persistent link: https://www.econbiz.de/10005616017
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->