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Identification for linear stochastic systems driven by fractional brownian motion

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dc.contributor.author Rao, B L S P
dc.date.accessioned 2012-01-02T16:49:08Z
dc.date.available 2012-01-02T16:49:08Z
dc.date.issued 2004
dc.identifier.citation Stochastic analysis and applications,V22,P1487-1509 en_US
dc.identifier.uri http://hdl.handle.net/10263/2745
dc.language.iso en en_US
dc.subject Linear stochastic systems en_US
dc.subject Stochastic differential equations en_US
dc.subject Fractional ornstein-uhlenbeck process en_US
dc.subject Fractional Brownian motion en_US
dc.subject Identification en_US
dc.subject Nonparametric estimation en_US
dc.subject Consistency en_US
dc.subject Asymptotic normality en_US
dc.subject Metdod of sieves en_US
dc.title Identification for linear stochastic systems driven by fractional brownian motion en_US
dc.type Article en_US


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