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Asymptotic accuracy in estimation of a fractional signal in a small white noise - MaRDI portal

Asymptotic accuracy in estimation of a fractional signal in a small white noise

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Publication:6399599

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DOI10.1134/S0005117920030030arXiv2205.09516MaRDI QIDQ6399599

P. Yu. Chigansky, Marina Kleptsyna, D. A. Marushkevych

Publication date: 19 May 2022

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) White noise theory (60H40)

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