Parametric estimation for linear stochastic differential equations driven by fractional brownian motion

Simple item page
dc.contributor.authorRao, B L S P
dc.date.accessioned2012-01-23T18:18:03Z
dc.date.available2012-01-23T18:18:03Z
dc.date.issued2003
dc.identifier.citationRandom operators and stochastic equation,V11,P229-242en_US
dc.identifier.urihttp://hdl.handle.net/10263/3036
dc.language.isoenen_US
dc.subjectLinear stochastic differential equationen_US
dc.subjectFractional unlenbeck processen_US
dc.subjectFractional Brownian motionen_US
dc.subjectMaximum likelihood estimationen_US
dc.subjectBayes estimationen_US
dc.subjectConsistencyen_US
dc.subjectAsymptotic normalityen_US
dc.subjectBernstein -von Mises theoremen_US
dc.titleParametric estimation for linear stochastic differential equations driven by fractional brownian motionen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
parametric estimation.pdf
Size:
177.62 KB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Mathematics and Statistics