Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating some Volterra type stochastic integrals with applications to parameter estimation. |
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Approximating some Volterra type stochastic integrals with applications to parameter estimation. (English)
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29 November 2005
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fractional Brownian motion
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reproducing kernel Hilbert space
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Gaussian process
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likelihood function
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