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Optimal estimation of a signal perturbed by a sub-fractional Brownian motion - MaRDI portal

Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702)

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Optimal estimation of a signal perturbed by a sub-fractional Brownian motion
scientific article

    Statements

    title
    Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (English)
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    publication date
    16 May 2017
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    zbMATH Keywords
    subfractional Brownian motion
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    maximum likelihood estimation
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    Bayes estimation
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    62F10
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    62F15
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    zbMATH DE Number
    6717979
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    OpenAlex ID
    W2575524883
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