Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions (Q3185985)
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| Language | Label | Description | Also known as |
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| English | Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions |
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Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions (English)
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8 August 2016
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fractional Brownian motion
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linear systems
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optimal filtering
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Kalman-Bucy filter
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innovation process
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drift parameter
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estimation
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