Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion (Q2854354)
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scientific article; zbMATH DE number 6216451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion |
scientific article; zbMATH DE number 6216451 |
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Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion (English)
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18 October 2013
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fractional Brownian motion
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penalty function
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sequential estimation
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