Maximum likelihood estimation of fractional Brownian motion and Markov noise parameters (Q4841465)
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scientific article; zbMATH DE number 782205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of fractional Brownian motion and Markov noise parameters |
scientific article; zbMATH DE number 782205 |
Statements
Maximum likelihood estimation of fractional Brownian motion and Markov noise parameters (English)
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5 January 1997
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fractional Brownian motion
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maximum likelihood estimation
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