scientific article; zbMATH DE number 6193677

zbMath1268.62101MaRDI QIDQ5326930

B. L. S. Prakasa Rao

Publication date: 1 August 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum likelihood estimationBayes estimationnonparametric inferencelinear stochastic systemsGirsanov-type theoremfractional Ornstein-Uhlenbeck-type process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Self-similar stochastic processes (60G18)

Related Items (1)

FINANCIAL MODELS INDUCED FROM AUXILIARY INDICES AND TWITTER DATA

This page was built for publication: