Sequential estimation for fractional Fractional ornstein-uhlenbeck type process

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Sequential estimation for fractional Ornstein Uhlenbeck type process-SA-23-1-2004-P33-44.pdf (596.94 KB)

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2004

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Keywords

Fractional Brownian motion, Sequential maximum likelihood estimation, Fractional ornstein-uhlenbeck process

Citation

Sequential Analysis, v 23, no. 1, p 33-44

URI

http://hdl.handle.net/10263/5034

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Mathematics and Statistics

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