Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/5034| Title: | Sequential estimation for fractional Fractional ornstein-uhlenbeck type process |
| Authors: | Rao, B L S P |
| Keywords: | Fractional Brownian motion Sequential maximum likelihood estimation Fractional ornstein-uhlenbeck process |
| Issue Date: | 2004 |
| Citation: | Sequential Analysis, v 23, no. 1, p 33-44 |
| URI: | http://hdl.handle.net/10263/5034 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Sequential estimation for fractional Ornstein Uhlenbeck type process-SA-23-1-2004-P33-44.pdf | 596.94 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.